+6,351.7%
AMD vs P
+713.7%
+5,638.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +3.5% | +7.5% | +9.4% |
| 7D | -11.0% | -23.8% | +12.8% | +1.5% |
| 30D | -30.5% | -36.6% | +6.1% | -13.6% |
| 3M | -8.2% | +10.9% | -19.1% | -13.3% |
| 6M | +6.6% | +30.0% | -23.4% | -7.4% |
| YTD | +109.7% | +44.4% | +65.3% | +72.1% |
| 1Y | +88.9% | +3.9% | +85.0% | +74.1% |
| 3Y | +301.8% | +176.6% | +125.2% | +114.9% |
| 5Y | +229.4% | +249.3% | -19.9% | +57.2% |
| All | +6,351.7% | +713.7% | +5,638.0% | +2,232.0% |
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