+5,710.3%
AMD vs META
+397.3%
+5,313.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.3% | -15.0% |
| 7D | -28.6% | -3.1% | -25.5% | -26.9% |
| 30D | -37.7% | -18.1% | -19.6% | -29.7% |
| 3M | -16.1% | +2.9% | -19.0% | -17.5% |
| 6M | +13.8% | +0.2% | +13.6% | +11.3% |
| YTD | +88.8% | -8.1% | +96.9% | +92.1% |
| 1Y | +57.8% | -4.5% | +62.3% | +56.3% |
| 3Y | +260.3% | +94.2% | +166.1% | +127.2% |
| 5Y | +196.6% | +79.1% | +117.5% | +84.2% |
| All | +5,710.3% | +397.3% | +5,313.0% | +1,203.8% |
Cumulative growth
Daily Returns
Daily percentage return beside META.
Daily Out/Under-Performance
Portfolio return minus META return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × META 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 META 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