+498.7%
AMD vs EXE
+163.8%
+334.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.1% |
| 7D | +13.1% | +1.5% | +11.6% | +12.8% |
| 30D | -7.0% | -0.2% | -6.8% | -6.9% |
| 3M | +16.6% | -9.2% | +25.8% | +19.6% |
| 6M | +20.5% | -7.2% | +27.7% | +22.3% |
| YTD | +158.2% | -18.3% | +176.4% | +170.1% |
| 1Y | +132.8% | -23.6% | +156.4% | +148.9% |
| 3Y | +366.2% | +21.9% | +344.3% | +328.5% |
| 5Y | +278.7% | +73.7% | +205.0% | +221.6% |
| All | +498.7% | +163.8% | +334.9% | +360.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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