+337.5%
AMD vs MDY
+46.2%
+291.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.5% |
| 7D | +2.6% | +0.1% | +2.4% | +2.3% |
| 30D | -0.9% | -1.5% | +0.6% | +1.5% |
| 3M | -8.7% | +0.8% | -9.5% | -8.3% |
| 6M | +136.3% | +7.4% | +128.9% | +117.6% |
| YTD | +123.0% | +15.2% | +107.8% | +84.7% |
| 1Y | +195.2% | +16.5% | +178.6% | +140.4% |
| 3Y | +336.3% | +46.8% | +289.5% | +149.5% |
| All | +337.5% | +46.2% | +291.3% | +164.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling