+6,406.4%
AMD vs MET
+254.2%
+6,152.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.5% |
| 7D | +2.6% | +1.2% | +1.4% | +1.9% |
| 30D | -0.9% | +1.4% | -2.3% | -1.7% |
| 3M | -8.7% | +17.7% | -26.4% | -16.3% |
| 6M | +136.3% | +35.0% | +101.3% | +102.3% |
| YTD | +123.0% | +26.3% | +96.7% | +96.2% |
| 1Y | +195.2% | +22.8% | +172.4% | +163.1% |
| 3Y | +336.3% | +65.9% | +270.4% | +234.0% |
| 5Y | +334.5% | +85.4% | +249.1% | +216.1% |
| All | +6,406.4% | +254.2% | +6,152.2% | +3,468.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 10y: compounded portfolio wealth divided by compounded MET 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…
10y analysis · Full analysis span regression · 6 months rolling