+339.8%
AMD vs FGI
-70.3%
+410.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.0% | +6.0% | +1.1% |
| 7D | -15.5% | +3.3% | -18.8% | -15.6% |
| 30D | -22.6% | -2.0% | -20.6% | -22.6% |
| 3M | -5.7% | +60.3% | -66.0% | -7.8% |
| 6M | +43.1% | +0.7% | +42.4% | +40.9% |
| YTD | +128.2% | +30.2% | +98.1% | +121.6% |
| 1Y | +95.5% | +44.4% | +51.1% | +89.3% |
| 3Y | +335.4% | -0.4% | +335.8% | +323.4% |
| All | +339.8% | -70.3% | +410.1% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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