+401.2%
AMD vs MDY
+57.0%
+344.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.2% | +7.0% | +7.9% |
| 7D | +44.7% | +3.0% | +41.7% | +38.2% |
| 30D | -3.3% | +0.8% | -4.2% | -3.0% |
| 3M | +21.2% | -5.1% | +26.3% | +34.1% |
| 6M | +30.6% | +1.2% | +29.4% | +33.3% |
| YTD | +173.3% | +12.5% | +160.8% | +142.0% |
| 1Y | +126.1% | +13.8% | +112.3% | +97.1% |
| All | +401.2% | +57.0% | +344.2% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling