+8,471.9%
AMD vs ET
+164.0%
+8,307.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +10.0% | +0.4% | +9.6% | +9.9% |
| 30D | +4.6% | +6.9% | -2.2% | +2.0% |
| 3M | +3.1% | +13.1% | -9.9% | -1.9% |
| 6M | +162.8% | +18.7% | +144.1% | +144.1% |
| YTD | +136.2% | +37.4% | +98.7% | +106.9% |
| 1Y | +234.0% | +34.8% | +199.2% | +195.1% |
| 3Y | +376.7% | +96.8% | +279.9% | +268.1% |
| 5Y | +376.3% | +238.2% | +138.1% | +205.0% |
| All | +8,471.9% | +164.0% | +8,307.8% | +6,121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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