+6,406.4%
AMD vs F
+98.4%
+6,308.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.1% |
| 7D | +2.6% | +5.3% | -2.8% | +0.4% |
| 30D | -0.9% | +4.6% | -5.5% | -2.9% |
| 3M | -8.7% | -3.7% | -5.1% | -7.5% |
| 6M | +136.3% | +16.8% | +119.5% | +119.6% |
| YTD | +123.0% | +15.3% | +107.7% | +107.8% |
| 1Y | +195.2% | +31.0% | +164.2% | +159.6% |
| 3Y | +336.3% | +45.4% | +290.9% | +252.9% |
| 5Y | +334.5% | +54.7% | +279.8% | +244.0% |
| All | +6,406.4% | +98.4% | +6,308.0% | +4,437.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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