+331.1%
AMD vs FIVE
+50.0%
+281.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +3.2% |
| 7D | +2.6% | +4.3% | -1.7% | +1.3% |
| 30D | -0.9% | +12.5% | -13.4% | -4.6% |
| 3M | -8.7% | +31.2% | -40.0% | -16.2% |
| 6M | +136.3% | +14.4% | +122.0% | +125.0% |
| YTD | +123.0% | +33.9% | +89.1% | +103.0% |
| 1Y | +195.2% | +65.1% | +130.1% | +152.4% |
| All | +331.1% | +50.0% | +281.1% | +207.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling