+12,846.9%
AMD vs NTRS
+7,343.1%
+5,503.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.3% | -9.1% | -8.9% |
| 7D | +18.9% | +3.2% | +15.8% | +17.1% |
| 30D | -6.4% | +9.6% | -16.0% | -10.4% |
| 3M | +10.6% | -6.0% | +16.6% | +14.9% |
| 6M | +19.9% | +10.4% | +9.5% | +14.3% |
| YTD | +149.4% | +32.5% | +116.9% | +115.0% |
| 1Y | +115.4% | +41.2% | +74.2% | +79.3% |
| 3Y | +357.3% | +173.4% | +183.9% | +165.7% |
| 5Y | +261.1% | +65.0% | +196.2% | +171.1% |
| 10Y | +7,883.0% | +192.3% | +7,690.6% | +4,040.2% |
| All | +12,846.9% | +7,343.1% | +5,503.8% | +1,881.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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