+803.7%
AMD vs ON
+153.3%
+650.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -11.6% | -5.7% | -12.4% |
| 7D | -28.6% | -16.3% | -12.3% | -22.4% |
| 30D | -37.7% | -27.0% | -10.7% | -28.3% |
| 3M | -16.1% | -18.1% | +2.0% | -8.5% |
| 6M | +13.8% | -38.6% | +52.5% | +38.9% |
| YTD | +88.8% | +16.4% | +72.5% | +74.2% |
| 1Y | +57.8% | +25.8% | +31.9% | +40.7% |
| 3Y | +260.3% | -7.7% | +267.9% | +248.0% |
| 5Y | +196.6% | +6.6% | +190.0% | +172.2% |
| 10Y | +6,064.6% | +444.6% | +5,620.0% | +2,707.2% |
| All | +803.7% | +153.3% | +650.4% | +234.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling