+7,765.4%
AMD vs M
-7.1%
+7,772.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.5% | -10.3% | -9.1% |
| 7D | +18.9% | +7.0% | +11.9% | +17.4% |
| 30D | -6.4% | +8.9% | -15.3% | -8.0% |
| 3M | +10.6% | +4.5% | +6.1% | +9.3% |
| 6M | +19.9% | +36.2% | -16.3% | +12.2% |
| YTD | +149.4% | +15.1% | +134.2% | +140.2% |
| 1Y | +115.4% | +27.4% | +87.9% | +102.9% |
| 3Y | +357.3% | +160.1% | +197.1% | +267.6% |
| 5Y | +261.1% | -1.6% | +262.7% | +228.1% |
| All | +7,765.4% | -7.1% | +7,772.5% | +8,022.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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