+11,477.5%
AMD vs NYT
+763.5%
+10,714.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.3% | +4.4% | +4.6% |
| 7D | +2.6% | -1.3% | +3.9% | +3.1% |
| 30D | -0.9% | +2.7% | -3.7% | -2.1% |
| 3M | -8.7% | -10.3% | +1.6% | -6.1% |
| 6M | +136.3% | -16.6% | +152.9% | +150.5% |
| YTD | +123.0% | -2.3% | +125.3% | +121.4% |
| 1Y | +195.2% | +15.0% | +180.2% | +172.1% |
| 3Y | +336.3% | +57.1% | +279.2% | +245.4% |
| 5Y | +334.5% | +37.2% | +297.3% | +259.8% |
| 10Y | +6,259.1% | +464.3% | +5,794.8% | +2,705.4% |
| All | +11,477.5% | +763.5% | +10,714.0% | +3,849.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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