+4,500.3%
AMD vs FE
+567.2%
+3,933.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -15.5% | +1.7% | -17.2% | -16.1% |
| 30D | -22.6% | +8.1% | -30.7% | -24.9% |
| 3M | -5.7% | -1.3% | -4.4% | -5.6% |
| 6M | +43.1% | +2.9% | +40.2% | +40.4% |
| YTD | +128.2% | +8.6% | +119.7% | +119.0% |
| 1Y | +95.5% | +6.3% | +89.1% | +88.8% |
| 3Y | +335.4% | +45.1% | +290.3% | +266.1% |
| 5Y | +255.5% | +47.1% | +208.3% | +193.5% |
| 10Y | +7,350.9% | +110.6% | +7,240.3% | +4,958.3% |
| All | +4,500.3% | +567.2% | +3,933.0% | +1,946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 all: compounded portfolio wealth divided by compounded FE 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…
all analysis · Full analysis span regression · 6 months rolling