+126.1%
AMD vs FIVE
+63.0%
+63.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.4% |
| 7D | +44.7% | +2.4% | +42.3% | +43.6% |
| 30D | -3.3% | +15.8% | -19.2% | -6.9% |
| 3M | +21.2% | +3.8% | +17.4% | +19.8% |
| 6M | +30.6% | +18.5% | +12.0% | +23.0% |
| YTD | +173.3% | +31.2% | +142.1% | +140.7% |
| 1Y | +126.1% | +61.8% | +64.3% | +87.1% |
| All | +126.1% | +63.0% | +63.1% | +87.1% |
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