+9,726.5%
AMD vs FIVE
+868.1%
+8,858.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.1% | -0.4% | +2.9% |
| 7D | +2.6% | +4.3% | -1.7% | +1.1% |
| 30D | -0.9% | +12.5% | -13.4% | -5.2% |
| 3M | -8.7% | +31.2% | -40.0% | -17.4% |
| 6M | +136.3% | +14.4% | +122.0% | +122.8% |
| YTD | +123.0% | +33.9% | +89.1% | +99.3% |
| 1Y | +195.2% | +65.1% | +130.1% | +144.2% |
| 3Y | +336.3% | +49.0% | +287.4% | +243.0% |
| 5Y | +334.5% | +30.3% | +304.2% | +251.6% |
| 10Y | +6,259.1% | +481.1% | +5,778.0% | +3,116.4% |
| All | +9,726.5% | +868.1% | +8,858.4% | +4,201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling