+1,922.5%
AMD vs LYFT
-82.5%
+2,004.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.5% | +2.0% |
| 7D | +8.1% | -8.4% | +16.4% | +10.2% |
| 30D | +6.9% | -7.6% | +14.5% | +8.5% |
| 3M | +5.7% | +11.7% | -6.1% | +1.7% |
| 6M | +152.0% | +15.1% | +136.9% | +140.4% |
| YTD | +141.0% | -20.9% | +161.9% | +151.1% |
| 1Y | +231.6% | -16.4% | +247.9% | +237.3% |
| 3Y | +390.1% | +35.2% | +354.8% | +314.6% |
| 5Y | +390.6% | -69.4% | +460.0% | +422.3% |
| All | +1,922.5% | -82.5% | +2,004.9% | +1,848.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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