+11,477.5%
AMD vs NTRS
+7,693.4%
+3,784.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.3% |
| 30D | -0.9% | +1.7% | -2.6% | -1.9% |
| 3M | -8.7% | +8.9% | -17.6% | -12.7% |
| 6M | +136.3% | +30.6% | +105.8% | +104.7% |
| YTD | +123.0% | +38.7% | +84.3% | +86.6% |
| 1Y | +195.2% | +48.1% | +147.1% | +138.4% |
| 3Y | +336.3% | +165.5% | +170.8% | +154.7% |
| 5Y | +334.5% | +85.6% | +248.9% | +204.1% |
| 10Y | +6,259.1% | +246.1% | +6,013.1% | +2,895.9% |
| All | +11,477.5% | +7,693.4% | +3,784.0% | +1,619.8% |
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