+3,135.2%
AMD vs MKTX
+1,471.9%
+1,663.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | +0.3% | +12.8% | +13.0% |
| 30D | -7.0% | +0.9% | -7.9% | -7.2% |
| 3M | +16.6% | +2.7% | +13.9% | +15.7% |
| 6M | +20.5% | +15.6% | +4.9% | +14.3% |
| YTD | +158.2% | -7.0% | +165.2% | +158.5% |
| 1Y | +132.8% | -1.2% | +134.0% | +128.5% |
| 3Y | +366.2% | -22.2% | +388.4% | +371.7% |
| 5Y | +278.7% | -53.7% | +332.4% | +343.5% |
| 10Y | +8,164.6% | +13.0% | +8,151.6% | +7,211.6% |
| All | +3,135.2% | +1,471.9% | +1,663.3% | +1,113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling