+6,370.3%
AMD vs MO
+136.1%
+6,234.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.9% | +12.9% | +11.2% |
| 7D | -11.0% | -2.4% | -8.6% | -10.9% |
| 30D | -30.5% | +9.7% | -40.2% | -31.0% |
| 3M | -8.2% | +14.1% | -22.4% | -9.3% |
| 6M | +6.6% | +11.9% | -5.3% | +4.4% |
| YTD | +109.7% | +38.4% | +71.3% | +96.2% |
| 1Y | +88.9% | +41.9% | +47.0% | +75.8% |
| 3Y | +301.8% | +134.5% | +167.3% | +219.7% |
| 5Y | +229.4% | +147.3% | +82.1% | +154.5% |
| All | +6,370.3% | +136.1% | +6,234.2% | +3,766.1% |
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