+337.5%
AMD vs MA
+73.0%
+264.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.4% |
| 7D | +2.6% | -2.7% | +5.3% | +4.5% |
| 30D | -0.9% | +1.5% | -2.5% | -2.3% |
| 3M | -8.7% | +20.4% | -29.2% | -21.5% |
| 6M | +136.3% | +11.1% | +125.2% | +113.1% |
| YTD | +123.0% | +2.0% | +121.0% | +113.6% |
| 1Y | +195.2% | -2.2% | +197.3% | +191.5% |
| 3Y | +336.3% | +41.9% | +294.5% | +193.9% |
| All | +337.5% | +73.0% | +264.6% | +150.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling