+2,527.5%
AMD vs MKTX
+1,467.1%
+1,060.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.7% |
| 3M | -8.2% | +2.3% | -10.5% | -8.8% |
| 6M | +6.6% | +12.4% | -5.8% | +1.7% |
| YTD | +109.7% | -7.3% | +117.0% | +110.1% |
| 1Y | +88.9% | +1.8% | +87.1% | +83.8% |
| 3Y | +301.8% | -21.2% | +323.0% | +304.6% |
| 5Y | +229.4% | -54.6% | +283.9% | +287.6% |
| 10Y | +6,745.1% | +21.5% | +6,723.7% | +5,840.0% |
| All | +2,527.5% | +1,467.1% | +1,060.4% | +886.7% |
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