+1,478.2%
AMD vs MA
+18,386.4%
-16,908.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.9% | -2.9% | -1.3% |
| 7D | -15.5% | +10.2% | -25.7% | -20.6% |
| 30D | -22.6% | +19.3% | -42.0% | -30.9% |
| 3M | -5.7% | +18.0% | -23.7% | -15.6% |
| 6M | +43.1% | +33.7% | +9.4% | +16.6% |
| YTD | +128.2% | +18.6% | +109.6% | +97.2% |
| 1Y | +95.5% | +22.5% | +73.0% | +65.2% |
| 3Y | +335.4% | +77.4% | +258.0% | +190.5% |
| 5Y | +255.5% | +106.6% | +148.9% | +121.1% |
| 10Y | +7,350.9% | +592.2% | +6,758.7% | +2,234.0% |
| All | +1,478.2% | +18,386.4% | -16,908.1% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling