+5,710.3%
AMD vs ES
+91.2%
+5,619.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.1% | -19.3% | -17.7% |
| 7D | -28.6% | +5.9% | -34.5% | -29.5% |
| 30D | -37.7% | +10.2% | -47.9% | -39.2% |
| 3M | -16.1% | +0.4% | -16.5% | -16.4% |
| 6M | +13.8% | +6.9% | +7.0% | +11.2% |
| YTD | +88.8% | +10.5% | +78.3% | +82.5% |
| 1Y | +57.8% | +3.2% | +54.6% | +54.8% |
| 3Y | +260.3% | +49.0% | +211.2% | +212.5% |
| 5Y | +196.6% | +4.5% | +192.1% | +186.9% |
| All | +5,710.3% | +91.2% | +5,619.1% | +5,650.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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