+263.9%
AMD vs FGI
-70.3%
+334.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | 0.0% | -17.2% | -17.3% |
| 7D | -28.6% | -11.6% | -17.0% | -28.4% |
| 30D | -37.7% | -3.3% | -34.4% | -37.7% |
| 3M | -16.1% | +65.6% | -81.7% | -18.0% |
| 6M | +13.8% | -2.8% | +16.6% | +12.1% |
| YTD | +88.8% | +30.1% | +58.7% | +83.4% |
| 1Y | +57.8% | +50.2% | +7.6% | +52.7% |
| 3Y | +260.3% | -0.4% | +260.7% | +250.3% |
| All | +263.9% | -70.3% | +334.2% | +276.4% |
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