+6,882.0%
AMD vs NWSA
+148.7%
+6,733.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.6% |
| 7D | +2.6% | -1.9% | +4.4% | +3.5% |
| 30D | -0.9% | +4.6% | -5.5% | -3.4% |
| 3M | -8.7% | +13.2% | -21.9% | -16.4% |
| 6M | +136.3% | +27.0% | +109.3% | +102.0% |
| YTD | +123.0% | +16.8% | +106.2% | +98.5% |
| 1Y | +195.2% | +4.5% | +190.7% | +177.4% |
| 3Y | +336.3% | +46.2% | +290.1% | +239.5% |
| 5Y | +334.5% | +40.9% | +293.5% | +240.3% |
| All | +6,882.0% | +148.7% | +6,733.3% | +3,739.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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