+6,351.7%
AMD vs M
-4.2%
+6,355.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.6% | +15.6% | +11.9% |
| 7D | -11.0% | -4.3% | -6.8% | -10.3% |
| 30D | -30.5% | +1.3% | -31.7% | -30.7% |
| 3M | -8.2% | -7.4% | -0.9% | -7.2% |
| 6M | +6.6% | +18.3% | -11.8% | +2.5% |
| YTD | +109.7% | +7.6% | +102.1% | +104.6% |
| 1Y | +88.9% | +17.4% | +71.5% | +80.9% |
| 3Y | +301.8% | +108.4% | +193.5% | +236.1% |
| 5Y | +229.4% | -10.6% | +240.0% | +203.9% |
| All | +6,351.7% | -4.2% | +6,355.9% | +6,164.1% |
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