+6,406.4%
AMD vs EXC
+153.9%
+6,252.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.0% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -0.9% | -3.7% | +2.8% | +0.1% |
| 3M | -8.7% | -1.3% | -7.4% | -9.1% |
| 6M | +136.3% | -9.7% | +146.0% | +141.3% |
| YTD | +123.0% | +2.9% | +120.1% | +117.5% |
| 1Y | +195.2% | +4.4% | +190.8% | +186.5% |
| 3Y | +336.3% | +22.2% | +314.1% | +287.5% |
| 5Y | +334.5% | +46.7% | +287.8% | +254.0% |
| All | +6,406.4% | +153.9% | +6,252.5% | +4,181.7% |
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