+8,520.0%
AMD vs RF
+219.4%
+8,300.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.0% |
| 7D | +44.7% | +0.4% | +44.4% | +44.6% |
| 30D | -3.3% | +5.6% | -8.9% | -5.3% |
| 3M | +21.2% | -8.9% | +30.1% | +25.6% |
| 6M | +30.6% | +7.1% | +23.5% | +26.2% |
| YTD | +173.3% | +8.3% | +165.0% | +161.2% |
| 1Y | +126.1% | +16.8% | +109.3% | +109.2% |
| 3Y | +393.5% | +115.0% | +278.5% | +252.9% |
| 5Y | +295.8% | +46.4% | +249.4% | +225.4% |
| All | +8,520.0% | +219.4% | +8,300.6% | +5,575.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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