+6,351.7%
AMD vs EXC
+175.8%
+6,176.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.0% | +13.0% | +11.5% |
| 7D | -11.0% | -1.2% | -9.9% | -10.9% |
| 30D | -30.5% | +10.0% | -40.4% | -32.5% |
| 3M | -8.2% | +1.6% | -9.8% | -9.0% |
| 6M | +6.6% | +3.3% | +3.3% | +4.5% |
| YTD | +109.7% | +7.6% | +102.1% | +101.4% |
| 1Y | +88.9% | +3.5% | +85.4% | +83.7% |
| 3Y | +301.8% | +27.7% | +274.2% | +252.6% |
| 5Y | +229.4% | +41.1% | +188.2% | +174.6% |
| All | +6,351.7% | +175.8% | +6,176.0% | +4,353.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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