+201.5%
AMD vs MKTX
-54.7%
+256.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +0.2% | -11.2% | -11.1% |
| 30D | -30.5% | +0.9% | -31.3% | -30.6% |
| 3M | -8.2% | +2.3% | -10.5% | -8.8% |
| 6M | +6.6% | +12.4% | -5.8% | +2.4% |
| YTD | +109.7% | -7.3% | +117.0% | +111.7% |
| 1Y | +88.9% | +1.8% | +87.1% | +84.7% |
| 3Y | +301.8% | -21.2% | +323.0% | +298.2% |
| All | +201.5% | -54.7% | +256.2% | +278.9% |
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