+6,351.7%
AMD vs FDS
+135.4%
+6,216.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.7% | +14.7% | +12.3% |
| 7D | -11.0% | -0.5% | -10.5% | -11.2% |
| 30D | -30.5% | +20.2% | -50.7% | -35.8% |
| 3M | -8.2% | +19.9% | -28.1% | -16.4% |
| 6M | +6.6% | +56.2% | -49.6% | -18.9% |
| YTD | +109.7% | +14.6% | +95.1% | +84.1% |
| 1Y | +88.9% | +31.6% | +57.3% | +50.4% |
| 3Y | +301.8% | -23.8% | +325.6% | +341.8% |
| 5Y | +229.4% | -22.6% | +251.9% | +257.4% |
| All | +6,351.7% | +135.4% | +6,216.4% | +3,666.1% |
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