+11,749.2%
AMD vs RF
+1,462.6%
+10,286.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.5% |
| 7D | -15.5% | +2.3% | -17.8% | -16.2% |
| 30D | -22.6% | +7.2% | -29.9% | -24.6% |
| 3M | -5.7% | -8.2% | +2.5% | -3.2% |
| 6M | +43.1% | +7.0% | +36.1% | +38.8% |
| YTD | +128.2% | +10.3% | +117.9% | +118.0% |
| 1Y | +95.5% | +25.1% | +70.4% | +78.6% |
| 3Y | +335.4% | +110.3% | +225.1% | +229.7% |
| 5Y | +255.5% | +47.1% | +208.4% | +202.1% |
| 10Y | +7,350.9% | +297.9% | +7,053.0% | +4,033.4% |
| All | +11,749.2% | +1,462.6% | +10,286.6% | +2,809.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling