+6,351.7%
AMD vs MA
+561.7%
+5,790.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.4% |
| 7D | -11.0% | +2.3% | -13.3% | -12.5% |
| 30D | -30.5% | +14.7% | -45.1% | -37.4% |
| 3M | -8.2% | +13.5% | -21.7% | -17.3% |
| 6M | +6.6% | +33.1% | -26.6% | -16.5% |
| YTD | +109.7% | +15.1% | +94.6% | +80.2% |
| 1Y | +88.9% | +18.7% | +70.2% | +57.8% |
| 3Y | +301.8% | +72.1% | +229.7% | +143.2% |
| 5Y | +229.4% | +92.8% | +136.6% | +85.3% |
| All | +6,351.7% | +561.7% | +5,790.0% | +1,211.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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