+7,765.4%
AMD vs MO
+154.9%
+7,610.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.9% | -9.7% | -8.8% |
| 7D | +18.9% | +3.3% | +15.6% | +18.7% |
| 30D | -6.4% | +7.5% | -14.0% | -6.9% |
| 3M | +10.6% | +22.8% | -12.2% | +8.7% |
| 6M | +19.9% | +13.4% | +6.5% | +17.8% |
| YTD | +149.4% | +43.0% | +106.4% | +133.6% |
| 1Y | +115.4% | +45.2% | +70.1% | +101.0% |
| 3Y | +357.3% | +145.5% | +211.7% | +264.2% |
| 5Y | +261.1% | +157.1% | +104.1% | +180.2% |
| All | +7,765.4% | +154.9% | +7,610.5% | +4,695.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling