+6,351.7%
AMD vs EW
+236.3%
+6,115.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.7% | +10.3% |
| 7D | -11.0% | +11.0% | -22.1% | -16.1% |
| 30D | -30.5% | +19.1% | -49.5% | -36.9% |
| 3M | -8.2% | +14.4% | -22.6% | -15.5% |
| 6M | +6.6% | +22.8% | -16.2% | -6.7% |
| YTD | +109.7% | +19.8% | +89.9% | +86.4% |
| 1Y | +88.9% | +23.9% | +65.0% | +64.6% |
| 3Y | +301.8% | +52.2% | +249.6% | +184.5% |
| 5Y | +229.4% | -13.9% | +243.3% | +229.0% |
| All | +6,351.7% | +236.3% | +6,115.4% | +2,569.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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