+6,351.7%
AMD vs FIVE
+563.4%
+5,788.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -11.0% | -0.3% | -10.8% | -10.8% |
| 30D | -30.5% | +17.7% | -48.1% | -34.4% |
| 3M | -8.2% | +4.0% | -12.2% | -10.1% |
| 6M | +6.6% | +2.6% | +3.9% | +4.1% |
| YTD | +109.7% | +27.6% | +82.1% | +88.5% |
| 1Y | +88.9% | +59.9% | +29.0% | +56.0% |
| 3Y | +301.8% | +35.8% | +266.1% | +221.2% |
| 5Y | +229.4% | +14.4% | +214.9% | +172.5% |
| All | +6,351.7% | +563.4% | +5,788.3% | +4,256.7% |
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