+199.0%
AMD vs FDS
-22.8%
+221.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.7% | +14.7% | +11.5% |
| 7D | -11.0% | -0.5% | -10.5% | -11.1% |
| 30D | -30.5% | +20.2% | -50.7% | -32.7% |
| 3M | -8.2% | +19.9% | -28.1% | -11.7% |
| 6M | +6.6% | +56.2% | -49.6% | -8.7% |
| YTD | +109.7% | +14.6% | +95.1% | +104.9% |
| 1Y | +88.9% | +31.6% | +57.3% | +67.9% |
| 3Y | +301.8% | -23.8% | +325.6% | +396.7% |
| All | +199.0% | -22.8% | +221.8% | +265.4% |
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