+6,406.4%
AMD vs M
-2.2%
+6,408.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.2% |
| 7D | +2.6% | +4.7% | -2.1% | +1.7% |
| 30D | -0.9% | -9.6% | +8.7% | +0.9% |
| 3M | -8.7% | +0.9% | -9.6% | -9.2% |
| 6M | +136.3% | +22.3% | +114.1% | +126.7% |
| YTD | +123.0% | +6.5% | +116.5% | +118.6% |
| 1Y | +195.2% | +38.8% | +156.4% | +174.3% |
| 3Y | +336.3% | +115.9% | +220.4% | +263.2% |
| 5Y | +334.5% | +28.6% | +305.8% | +290.5% |
| All | +6,406.4% | -2.2% | +6,408.6% | +5,904.8% |
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