+6,351.7%
AMD vs EXEL
+461.0%
+5,890.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.3% | +9.8% | +10.7% |
| 7D | -11.0% | +0.3% | -11.3% | -10.8% |
| 30D | -30.5% | +19.0% | -49.5% | -34.1% |
| 3M | -8.2% | +33.3% | -41.5% | -16.2% |
| 6M | +6.6% | +42.9% | -36.3% | -5.2% |
| YTD | +109.7% | +58.7% | +50.9% | +80.7% |
| 1Y | +88.9% | +70.5% | +18.4% | +59.2% |
| 3Y | +301.8% | +233.8% | +68.0% | +158.1% |
| 5Y | +229.4% | +259.3% | -30.0% | +102.5% |
| All | +6,351.7% | +461.0% | +5,890.7% | +3,537.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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