+196.6%
AMD vs M
-6.1%
+202.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.9% | -11.4% | -15.2% |
| 7D | -28.6% | -2.1% | -26.5% | -27.9% |
| 30D | -37.7% | +7.7% | -45.4% | -39.3% |
| 3M | -16.1% | -4.4% | -11.7% | -15.3% |
| 6M | +13.8% | +27.5% | -13.7% | +3.5% |
| YTD | +88.8% | +12.8% | +76.1% | +77.4% |
| 1Y | +57.8% | +20.7% | +37.0% | +44.0% |
| 3Y | +260.3% | +111.3% | +149.0% | +144.2% |
| 5Y | +196.6% | -6.3% | +202.9% | +155.7% |
| All | +196.6% | -6.1% | +202.7% | +155.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling