+196.6%
AMD vs FDS
-19.3%
+215.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.5% | -16.8% | -17.2% |
| 7D | -28.6% | +6.4% | -35.0% | -29.2% |
| 30D | -37.7% | +25.2% | -62.9% | -40.0% |
| 3M | -16.1% | +22.9% | -39.0% | -19.4% |
| 6M | +13.8% | +56.5% | -42.7% | -1.7% |
| YTD | +88.8% | +19.0% | +69.9% | +83.8% |
| 1Y | +57.8% | +32.7% | +25.1% | +42.4% |
| 3Y | +260.3% | -20.4% | +280.7% | +341.4% |
| 5Y | +196.6% | -19.6% | +216.2% | +263.2% |
| All | +196.6% | -19.3% | +215.9% | +263.2% |
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