+199.0%
AMD vs ON
+5.6%
+193.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.5% | +10.6% | +10.7% |
| 7D | -11.0% | -11.7% | +0.6% | -3.2% |
| 30D | -30.5% | -23.3% | -7.2% | -17.3% |
| 3M | -8.2% | -19.2% | +11.0% | +4.5% |
| 6M | +6.6% | -40.1% | +46.7% | +41.4% |
| YTD | +109.7% | +16.9% | +92.8% | +80.4% |
| 1Y | +88.9% | +29.7% | +59.2% | +51.4% |
| 3Y | +301.8% | -4.4% | +306.2% | +244.1% |
| All | +199.0% | +5.6% | +193.4% | +107.5% |
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