+295.8%
AMD vs ON
+25.5%
+270.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.7% | +5.8% |
| 7D | +44.7% | +17.0% | +27.7% | +31.8% |
| 30D | -3.3% | -3.9% | +0.5% | +0.4% |
| 3M | +21.2% | -11.5% | +32.7% | +31.0% |
| 6M | +30.6% | -29.2% | +59.7% | +56.5% |
| YTD | +173.3% | +36.2% | +137.1% | +114.8% |
| 1Y | +126.1% | +49.6% | +76.4% | +66.4% |
| 3Y | +393.5% | +9.4% | +384.1% | +291.2% |
| 5Y | +295.8% | +25.8% | +269.9% | +154.3% |
| All | +295.8% | +25.5% | +270.2% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 5y: compounded portfolio wealth divided by compounded ON 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…
5y analysis · Full analysis span regression · 6 months rolling