+6,406.4%
AMD vs FDS
+84.7%
+6,321.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.5% | +8.2% | +6.1% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | -0.9% | +9.0% | -9.9% | -4.9% |
| 3M | -8.7% | +18.9% | -27.6% | -18.3% |
| 6M | +136.3% | +35.1% | +101.2% | +92.1% |
| YTD | +123.0% | +5.5% | +117.5% | +105.5% |
| 1Y | +195.2% | -16.8% | +212.0% | +208.8% |
| 3Y | +336.3% | -28.1% | +364.4% | +393.6% |
| 5Y | +334.5% | -17.4% | +351.9% | +348.6% |
| All | +6,406.4% | +84.7% | +6,321.7% | +4,060.3% |
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