+6,406.4%
AMD vs ES
+84.4%
+6,322.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.6% | +5.3% | +4.8% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -0.9% | -2.0% | +1.0% | -0.5% |
| 3M | -8.7% | +1.7% | -10.4% | -9.5% |
| 6M | +136.3% | -3.5% | +139.9% | +137.0% |
| YTD | +123.0% | +7.9% | +115.1% | +117.0% |
| 1Y | +195.2% | +17.2% | +178.0% | +180.7% |
| 3Y | +336.3% | +29.3% | +307.0% | +293.6% |
| 5Y | +334.5% | -5.7% | +340.2% | +334.1% |
| All | +6,406.4% | +84.4% | +6,322.0% | +5,607.6% |
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