+5,710.3%
AMD vs D
+44.7%
+5,665.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.2% | -17.1% | -17.2% |
| 7D | -28.6% | +6.9% | -35.5% | -29.2% |
| 30D | -37.7% | +12.3% | -50.1% | -38.7% |
| 3M | -16.1% | +3.0% | -19.1% | -16.5% |
| 6M | +13.8% | +12.8% | +1.0% | +11.5% |
| YTD | +88.8% | +22.6% | +66.3% | +82.2% |
| 1Y | +57.8% | +21.7% | +36.1% | +52.2% |
| 3Y | +260.3% | +83.9% | +176.3% | +214.5% |
| 5Y | +196.6% | +14.0% | +182.6% | +190.8% |
| All | +5,710.3% | +44.7% | +5,665.6% | +5,726.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling