+967.2%
AMD vs ON
+199.0%
+768.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.7% | +4.3% |
| 7D | +2.6% | +2.4% | +0.1% | +1.5% |
| 30D | -0.9% | -3.3% | +2.4% | +0.5% |
| 3M | -8.7% | -43.6% | +34.9% | +15.0% |
| 6M | +136.3% | +19.0% | +117.4% | +117.2% |
| YTD | +123.0% | +37.4% | +85.6% | +91.3% |
| 1Y | +195.2% | +54.8% | +140.4% | +139.4% |
| 3Y | +336.3% | -25.2% | +361.5% | +350.7% |
| 5Y | +334.5% | +62.7% | +271.7% | +234.1% |
| 10Y | +6,259.1% | +574.3% | +5,684.8% | +2,547.5% |
| All | +967.2% | +199.0% | +768.2% | +267.3% |
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 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