+72.9%
AMD vs Q
+66.4%
+6.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.3% | +4.7% | +6.1% |
| 7D | -11.0% | +0.3% | -11.3% | -10.3% |
| 30D | -30.5% | -9.8% | -20.7% | -24.0% |
| 3M | -8.2% | -12.2% | +4.0% | +1.7% |
| 6M | +6.6% | -21.6% | +28.2% | +28.4% |
| YTD | +109.7% | +43.6% | +66.1% | +93.7% |
| 1Y | +88.9% | +25.7% | +63.2% | +84.9% |
| All | +72.9% | +66.4% | +6.5% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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