+425.7%
AMD vs PL
+28.1%
+397.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.4% | +0.7% | +8.7% |
| 7D | -11.0% | -6.8% | -4.2% | -9.3% |
| 30D | -30.5% | -29.3% | -1.2% | -24.8% |
| 3M | -8.2% | -44.8% | +36.5% | +4.2% |
| 6M | +6.6% | -68.4% | +74.9% | +34.1% |
| YTD | +109.7% | -36.4% | +146.0% | +126.8% |
| 1Y | +88.9% | +0.7% | +88.2% | +85.3% |
| 3Y | +301.8% | +455.3% | -153.5% | +144.2% |
| 5Y | +229.4% | +22.7% | +206.7% | +137.8% |
| All | +425.7% | +28.1% | +397.7% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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