+337.5%
AMD vs M
+27.3%
+310.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +3.8% |
| 7D | +2.6% | +4.7% | -2.1% | +1.0% |
| 30D | -0.9% | -9.6% | +8.7% | +2.3% |
| 3M | -8.7% | +0.9% | -9.6% | -9.6% |
| 6M | +136.3% | +22.3% | +114.1% | +119.2% |
| YTD | +123.0% | +6.5% | +116.5% | +114.7% |
| 1Y | +195.2% | +38.8% | +156.4% | +157.5% |
| 3Y | +336.3% | +115.9% | +220.4% | +197.9% |
| All | +337.5% | +27.3% | +310.3% | +269.5% |
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