+5,710.3%
AMD vs P
+685.9%
+5,024.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -16.4% | -0.9% | -9.6% |
| 7D | -28.6% | -31.9% | +3.3% | -14.2% |
| 30D | -37.7% | -36.5% | -1.2% | -22.8% |
| 3M | -16.1% | +11.6% | -27.7% | -21.1% |
| 6M | +13.8% | +25.2% | -11.4% | +0.5% |
| YTD | +88.8% | +39.4% | +49.4% | +57.3% |
| 1Y | +57.8% | -3.7% | +61.4% | +50.6% |
| 3Y | +260.3% | +167.3% | +93.0% | +95.6% |
| 5Y | +196.6% | +237.3% | -40.7% | +43.7% |
| All | +5,710.3% | +685.9% | +5,024.5% | +2,032.1% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling