+1,676.1%
AMD vs LYV
+1,445.4%
+230.7%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.3% | +3.3% | +3.1% |
| 7D | +14.0% | -5.3% | +19.4% | +16.5% |
| 30D | +11.0% | -7.9% | +18.9% | +14.7% |
| 3M | +9.6% | +4.5% | +5.1% | +6.9% |
| 6M | +157.1% | +2.5% | +154.6% | +153.4% |
| YTD | +143.3% | +19.3% | +124.0% | +124.3% |
| 1Y | +234.4% | -0.2% | +234.6% | +228.3% |
| 3Y | +391.2% | +110.0% | +281.2% | +253.9% |
| 5Y | +390.9% | +96.8% | +294.1% | +258.1% |
| 10Y | +8,732.1% | +559.9% | +8,172.2% | +3,351.5% |
| All | +1,676.1% | +1,445.4% | +230.7% | +364.0% |
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