+329.7%
AMD vs FGI
-70.4%
+400.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +7.5% | -2.9% | +4.5% |
| 7D | +2.6% | +0.5% | +2.0% | +2.6% |
| 30D | -0.9% | +65.4% | -66.3% | -3.1% |
| 3M | -8.7% | +23.5% | -32.2% | -10.3% |
| 6M | +136.3% | +60.5% | +75.8% | +128.7% |
| YTD | +123.0% | +30.0% | +93.0% | +116.8% |
| 1Y | +195.2% | +82.1% | +113.1% | +183.8% |
| 3Y | +336.3% | -4.4% | +340.7% | +326.0% |
| All | +329.7% | -70.4% | +400.1% | +345.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling