+1,720.2%
AMD vs LYV
+1,522.3%
+198.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.8% | -8.4% |
| 7D | +18.9% | +1.8% | +17.1% | +18.2% |
| 30D | -6.4% | +5.7% | -12.1% | -8.6% |
| 3M | +10.6% | -4.1% | +14.7% | +12.3% |
| 6M | +19.9% | +5.9% | +13.9% | +16.2% |
| YTD | +149.4% | +25.2% | +124.1% | +125.1% |
| 1Y | +115.4% | +30.4% | +85.0% | +90.7% |
| 3Y | +357.3% | +103.6% | +253.7% | +233.1% |
| 5Y | +261.1% | +58.9% | +202.2% | +189.4% |
| 10Y | +7,883.0% | +524.8% | +7,358.1% | +3,090.6% |
| All | +1,720.2% | +1,522.3% | +198.0% | +365.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling