+8,520.0%
AMD vs HWM
+1,503.5%
+7,016.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.3% | +6.0% |
| 7D | +44.7% | +11.1% | +33.6% | +39.1% |
| 30D | -3.3% | +3.0% | -6.3% | -4.3% |
| 3M | +21.2% | -20.7% | +41.9% | +32.0% |
| 6M | +30.6% | -17.2% | +47.8% | +39.9% |
| YTD | +173.3% | +9.1% | +164.2% | +161.4% |
| 1Y | +126.1% | +9.0% | +117.0% | +116.2% |
| 3Y | +393.5% | +353.8% | +39.7% | +170.5% |
| 5Y | +295.8% | +608.0% | -312.3% | +87.5% |
| All | +8,520.0% | +1,503.5% | +7,016.5% | +2,847.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling