+196.6%
AMD vs META
+79.5%
+117.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | META | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.0% | -13.3% | -15.1% |
| 7D | -28.6% | -3.1% | -25.5% | -27.0% |
| 30D | -37.7% | -18.1% | -19.6% | -30.3% |
| 3M | -16.1% | +2.9% | -19.0% | -17.3% |
| 6M | +13.8% | +0.2% | +13.6% | +11.7% |
| YTD | +88.8% | -8.1% | +96.9% | +92.5% |
| 1Y | +57.8% | -4.5% | +62.3% | +56.9% |
| 3Y | +260.3% | +94.2% | +166.1% | +137.3% |
| 5Y | +196.6% | +79.1% | +117.5% | +85.8% |
| All | +196.6% | +79.5% | +117.1% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling