+337.5%
AMD vs RF
+89.8%
+247.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.3% | +1.3% | +1.8% |
| 30D | -0.9% | -3.6% | +2.7% | +0.9% |
| 3M | -8.7% | +8.1% | -16.8% | -12.9% |
| 6M | +136.3% | +11.5% | +124.9% | +121.1% |
| YTD | +123.0% | +15.6% | +107.4% | +102.8% |
| 1Y | +195.2% | +15.7% | +179.5% | +167.0% |
| 3Y | +336.3% | +86.9% | +249.4% | +192.1% |
| All | +337.5% | +89.8% | +247.7% | +200.0% |
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