+2,797.0%
AMD vs LNG
+1,117.3%
+1,679.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.1% |
| 7D | -11.0% | -15.9% | +4.8% | -9.9% |
| 30D | -30.5% | +2.1% | -32.6% | -30.6% |
| 3M | -8.2% | +4.8% | -13.0% | -8.6% |
| 6M | +6.6% | +6.8% | -0.2% | +5.8% |
| YTD | +109.7% | +44.0% | +65.7% | +103.5% |
| 1Y | +88.9% | +34.9% | +54.0% | +84.2% |
| 3Y | +301.8% | +67.3% | +234.5% | +285.4% |
| 5Y | +229.4% | +170.1% | +59.2% | +205.3% |
| 10Y | +6,745.1% | +693.0% | +6,052.1% | +5,794.4% |
| All | +2,797.0% | +1,117.3% | +1,679.7% | +1,673.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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