+3,748.7%
AMD vs MSCI
+3,261.3%
+487.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.4% | -4.4% | -2.0% |
| 7D | -15.5% | +11.5% | -27.0% | -20.8% |
| 30D | -22.6% | +22.1% | -44.7% | -31.4% |
| 3M | -5.7% | +18.4% | -24.2% | -15.4% |
| 6M | +43.1% | +16.6% | +26.5% | +26.2% |
| YTD | +128.2% | +18.8% | +109.4% | +96.7% |
| 1Y | +95.5% | +19.0% | +76.5% | +67.8% |
| 3Y | +335.4% | +40.7% | +294.7% | +226.0% |
| 5Y | +255.5% | +7.9% | +247.6% | +214.2% |
| 10Y | +7,350.9% | +848.9% | +6,502.1% | +1,967.9% |
| All | +3,748.7% | +3,261.3% | +487.3% | +496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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