+8,164.6%
AMD vs PM
+254.9%
+7,909.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +7.1% |
| 7D | +13.1% | -7.1% | +20.2% | +14.6% |
| 30D | -7.0% | -2.8% | -4.2% | -6.5% |
| 3M | +16.6% | +6.3% | +10.2% | +15.1% |
| 6M | +20.5% | +9.6% | +10.9% | +17.2% |
| YTD | +158.2% | +25.6% | +132.6% | +141.4% |
| 1Y | +132.8% | +29.7% | +103.1% | +115.4% |
| 3Y | +366.2% | +147.6% | +218.7% | +238.3% |
| 5Y | +278.7% | +160.1% | +118.6% | +165.5% |
| 10Y | +8,164.6% | +260.9% | +7,903.7% | +5,344.1% |
| All | +8,164.6% | +254.9% | +7,909.7% | +5,344.1% |
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