+196.6%
AMD vs RF
+42.4%
+154.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.1% | -15.1% | -16.2% |
| 7D | -28.6% | -1.6% | -27.0% | -27.9% |
| 30D | -37.7% | +5.0% | -42.8% | -39.3% |
| 3M | -16.1% | -10.0% | -6.1% | -11.6% |
| 6M | +13.8% | +3.3% | +10.5% | +10.7% |
| YTD | +88.8% | +7.9% | +80.9% | +77.3% |
| 1Y | +57.8% | +21.2% | +36.5% | +38.4% |
| 3Y | +260.3% | +105.8% | +154.5% | +124.3% |
| 5Y | +196.6% | +43.7% | +152.9% | +127.6% |
| All | +196.6% | +42.4% | +154.2% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling