+199.0%
AMD vs MA
+93.2%
+105.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.5% | +11.5% | +11.4% |
| 7D | -11.0% | +2.3% | -13.3% | -12.4% |
| 30D | -30.5% | +14.7% | -45.1% | -37.0% |
| 3M | -8.2% | +13.5% | -21.7% | -16.7% |
| 6M | +6.6% | +33.1% | -26.6% | -15.9% |
| YTD | +109.7% | +15.1% | +94.6% | +83.3% |
| 1Y | +88.9% | +18.7% | +70.2% | +59.7% |
| 3Y | +301.8% | +72.1% | +229.7% | +123.2% |
| All | +199.0% | +93.2% | +105.8% | +51.3% |
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