+5,710.3%
AMD vs PPL
+62.9%
+5,647.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.8% | -18.0% | -17.5% |
| 7D | -28.6% | +1.0% | -29.6% | -28.9% |
| 30D | -37.7% | +6.8% | -44.6% | -39.1% |
| 3M | -16.1% | +3.9% | -20.0% | -17.3% |
| 6M | +13.8% | -2.0% | +15.9% | +13.7% |
| YTD | +88.8% | +5.3% | +83.6% | +83.7% |
| 1Y | +57.8% | +2.2% | +55.6% | +54.9% |
| 3Y | +260.3% | +56.7% | +203.5% | +199.4% |
| 5Y | +196.6% | +49.1% | +147.5% | +151.0% |
| All | +5,710.3% | +62.9% | +5,647.4% | +4,574.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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