+337.5%
AMD vs FIVE
+31.2%
+306.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +2.6% |
| 7D | +2.6% | +4.3% | -1.7% | +0.9% |
| 30D | -0.9% | +12.5% | -13.4% | -6.0% |
| 3M | -8.7% | +31.2% | -40.0% | -19.0% |
| 6M | +136.3% | +14.4% | +122.0% | +120.0% |
| YTD | +123.0% | +33.9% | +89.1% | +94.5% |
| 1Y | +195.2% | +65.1% | +130.1% | +134.4% |
| 3Y | +336.3% | +49.0% | +287.4% | +231.2% |
| All | +337.5% | +31.2% | +306.3% | +245.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling