+7,609.5%
AMD vs PM
+886.9%
+6,722.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.3% |
| 7D | -15.5% | +4.3% | -19.8% | -17.0% |
| 30D | -22.6% | +11.5% | -34.1% | -26.6% |
| 3M | -5.7% | +13.0% | -18.8% | -11.5% |
| 6M | +43.1% | +25.9% | +17.2% | +25.1% |
| YTD | +128.2% | +34.0% | +94.2% | +91.0% |
| 1Y | +95.5% | +46.9% | +48.6% | +55.2% |
| 3Y | +335.4% | +158.9% | +176.6% | +137.7% |
| 5Y | +255.5% | +181.3% | +74.2% | +79.0% |
| 10Y | +7,350.9% | +258.7% | +7,092.2% | +2,792.1% |
| All | +7,609.5% | +886.9% | +6,722.6% | +1,223.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling