+295.8%
AMD vs FDS
-23.2%
+319.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.8% | +6.0% |
| 7D | +44.7% | -2.6% | +47.3% | +45.1% |
| 30D | -3.3% | +14.1% | -17.4% | -5.5% |
| 3M | +21.2% | +19.8% | +1.4% | +16.8% |
| 6M | +30.6% | +55.0% | -24.4% | +12.8% |
| YTD | +173.3% | +15.9% | +157.4% | +166.9% |
| 1Y | +126.1% | +24.2% | +101.9% | +109.9% |
| 3Y | +393.5% | -24.0% | +417.6% | +516.9% |
| 5Y | +295.8% | -23.3% | +319.1% | +396.2% |
| All | +295.8% | -23.2% | +319.0% | +396.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling