+2,574.5%
AMD vs EQX
+226.7%
+2,347.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.1% | +1.7% | -2.6% |
| 7D | +10.4% | -7.0% | +17.4% | +11.6% |
| 30D | +6.2% | +4.8% | +1.3% | +5.2% |
| 3M | +11.3% | +25.6% | -14.3% | +7.0% |
| 6M | +147.8% | -25.8% | +173.6% | +155.8% |
| YTD | +135.2% | -12.7% | +147.9% | +136.5% |
| 1Y | +215.7% | +14.1% | +201.6% | +206.3% |
| 3Y | +374.7% | +165.7% | +208.9% | +302.7% |
| 5Y | +378.7% | +81.2% | +297.5% | +301.8% |
| All | +2,574.5% | +226.7% | +2,347.8% | +3,444.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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