+6,351.7%
AMD vs PM
+235.7%
+6,116.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.8% | +12.8% | +11.3% |
| 7D | -11.0% | -5.2% | -5.8% | -10.1% |
| 30D | -30.5% | +2.7% | -33.2% | -30.8% |
| 3M | -8.2% | +6.1% | -14.4% | -9.3% |
| 6M | +6.6% | +18.0% | -11.4% | +1.8% |
| YTD | +109.7% | +26.6% | +83.1% | +95.6% |
| 1Y | +88.9% | +36.7% | +52.2% | +72.2% |
| 3Y | +301.8% | +146.0% | +155.8% | +191.4% |
| 5Y | +229.4% | +164.1% | +65.3% | +128.6% |
| All | +6,351.7% | +235.7% | +6,116.0% | +4,157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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