+5,710.3%
AMD vs F
+82.1%
+5,628.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.1% | -16.2% | -16.8% |
| 7D | -28.6% | +1.4% | -30.0% | -29.0% |
| 30D | -37.7% | +2.0% | -39.8% | -38.4% |
| 3M | -16.1% | -10.4% | -5.7% | -13.1% |
| 6M | +13.8% | +9.7% | +4.1% | +8.1% |
| YTD | +88.8% | -1.2% | +90.0% | +86.0% |
| 1Y | +57.8% | 0.0% | +57.7% | +54.7% |
| 3Y | +260.3% | +41.1% | +219.2% | +194.5% |
| 5Y | +196.6% | -11.4% | +208.0% | +181.2% |
| All | +5,710.3% | +82.1% | +5,628.3% | +4,593.4% |
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