+5,319.2%
AMD vs MSTR
+1,685.0%
+3,634.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.4% | +6.1% | +5.0% |
| 7D | +2.6% | +12.2% | -9.6% | -0.2% |
| 30D | -0.9% | +45.2% | -46.1% | -9.2% |
| 3M | -8.7% | +10.4% | -19.1% | -12.1% |
| 6M | +136.3% | -2.5% | +138.8% | +131.6% |
| YTD | +123.0% | -6.0% | +129.0% | +117.4% |
| 1Y | +195.2% | -56.4% | +251.6% | +233.8% |
| 3Y | +336.3% | +306.3% | +30.1% | +171.8% |
| 5Y | +334.5% | +100.5% | +234.0% | +179.7% |
| 10Y | +6,259.1% | +741.1% | +5,518.0% | +2,651.1% |
| All | +5,319.2% | +1,685.0% | +3,634.2% | +1,136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTR.
Daily Out/Under-Performance
Portfolio return minus MSTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTR 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 MSTR 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