+11,477.5%
AMD vs F
+639.5%
+10,837.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.5% | +3.2% | +4.1% |
| 7D | +2.6% | +5.3% | -2.8% | +0.3% |
| 30D | -0.9% | +4.6% | -5.5% | -3.0% |
| 3M | -8.7% | -3.7% | -5.1% | -7.3% |
| 6M | +136.3% | +16.8% | +119.5% | +118.1% |
| YTD | +123.0% | +15.3% | +107.7% | +106.4% |
| 1Y | +195.2% | +31.0% | +164.2% | +156.5% |
| 3Y | +336.3% | +45.4% | +290.9% | +246.7% |
| 5Y | +334.5% | +54.7% | +279.8% | +230.1% |
| 10Y | +6,259.1% | +98.2% | +6,160.9% | +3,773.1% |
| All | +11,477.5% | +639.5% | +10,837.9% | +2,658.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling