+8,077.9%
AMD vs FDS
+127.5%
+7,950.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.6% | +15.3% | +14.9% |
| 7D | +6.5% | -2.0% | +8.5% | +7.0% |
| 30D | -15.3% | +13.5% | -28.8% | -20.0% |
| 3M | +9.7% | +15.2% | -5.4% | +1.5% |
| 6M | +13.2% | +47.0% | -33.9% | -11.1% |
| YTD | +140.6% | +13.9% | +126.7% | +111.4% |
| 1Y | +111.2% | +25.2% | +86.0% | +73.1% |
| 3Y | +334.4% | -25.3% | +359.8% | +383.2% |
| 5Y | +268.3% | -23.3% | +291.7% | +301.4% |
| 10Y | +8,077.9% | +126.0% | +7,951.9% | +4,394.5% |
| All | +8,077.9% | +127.5% | +7,950.5% | +4,394.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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