+17,587.8%
AMD vs PR
+169.5%
+17,418.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.8% |
| 7D | +2.6% | +2.9% | -0.3% | +2.3% |
| 30D | -0.9% | +18.0% | -19.0% | -2.5% |
| 3M | -8.7% | +16.9% | -25.6% | -10.1% |
| 6M | +136.3% | +28.2% | +108.1% | +130.0% |
| YTD | +123.0% | +69.3% | +53.7% | +111.3% |
| 1Y | +195.2% | +69.5% | +125.7% | +179.2% |
| 3Y | +336.3% | +81.7% | +254.6% | +307.9% |
| 5Y | +334.5% | +422.2% | -87.8% | +274.1% |
| 10Y | +6,259.1% | +110.4% | +6,148.8% | +8,048.0% |
| All | +17,587.8% | +169.5% | +17,418.3% | +20,429.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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