+376.3%
AMD vs MKTX
-61.3%
+437.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | 0.0% | +5.9% | +5.9% |
| 7D | +10.0% | +0.4% | +9.6% | +9.9% |
| 30D | +4.6% | +1.0% | +3.7% | +4.4% |
| 3M | +3.1% | +41.3% | -38.1% | -6.3% |
| 6M | +162.8% | -11.3% | +174.2% | +169.5% |
| YTD | +136.2% | -8.6% | +144.7% | +139.1% |
| 1Y | +234.0% | -11.1% | +245.1% | +239.7% |
| 3Y | +376.7% | -24.5% | +401.2% | +380.7% |
| 5Y | +376.3% | -61.4% | +437.8% | +462.2% |
| All | +376.3% | -61.3% | +437.6% | +462.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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