+378.7%
AMD vs LYV
+95.6%
+283.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.4% | -3.4% |
| 7D | +10.4% | -4.2% | +14.6% | +12.9% |
| 30D | +6.2% | -7.2% | +13.4% | +10.5% |
| 3M | +11.3% | +1.5% | +9.8% | +9.3% |
| 6M | +147.8% | +2.7% | +145.0% | +141.6% |
| YTD | +135.2% | +19.4% | +115.8% | +109.2% |
| 1Y | +215.7% | -0.5% | +216.1% | +208.4% |
| 3Y | +374.7% | +110.1% | +264.6% | +191.7% |
| 5Y | +378.7% | +97.6% | +281.1% | +231.6% |
| All | +378.7% | +95.6% | +283.1% | +231.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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