+5,710.3%
AMD vs FIVE
+566.1%
+5,144.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.3% | -13.0% | -15.7% |
| 7D | -28.6% | -1.7% | -26.9% | -27.9% |
| 30D | -37.7% | +14.9% | -52.7% | -40.8% |
| 3M | -16.1% | +7.6% | -23.7% | -18.9% |
| 6M | +13.8% | +6.4% | +7.4% | +9.9% |
| YTD | +88.8% | +28.1% | +60.7% | +69.6% |
| 1Y | +57.8% | +54.7% | +3.1% | +32.0% |
| 3Y | +260.3% | +36.1% | +224.2% | +187.8% |
| 5Y | +196.6% | +14.9% | +181.7% | +145.1% |
| All | +5,710.3% | +566.1% | +5,144.2% | +3,818.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling