+88.9%
AMD vs FIVE
+55.9%
+33.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.4% | +11.4% | +11.2% |
| 7D | -11.0% | -0.3% | -10.8% | -10.6% |
| 30D | -30.5% | +17.7% | -48.1% | -33.4% |
| 3M | -8.2% | +4.0% | -12.2% | -9.5% |
| 6M | +6.6% | +2.6% | +3.9% | +6.1% |
| YTD | +109.7% | +27.6% | +82.1% | +84.6% |
| 1Y | +88.9% | +59.9% | +29.0% | +52.1% |
| All | +88.9% | +55.9% | +33.1% | +52.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling