+378.1%
AMD vs S
-52.7%
+430.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.6% | +9.4% | +10.5% |
| 7D | -11.0% | -13.4% | +2.4% | -6.5% |
| 30D | -30.5% | -14.0% | -16.5% | -26.9% |
| 3M | -8.2% | +4.9% | -13.1% | -10.4% |
| 6M | +6.6% | +42.0% | -35.4% | -6.6% |
| YTD | +109.7% | +45.1% | +64.5% | +79.1% |
| 1Y | +88.9% | +33.1% | +55.8% | +64.9% |
| 3Y | +301.8% | +40.6% | +261.2% | +225.3% |
| 5Y | +229.4% | -67.5% | +296.8% | +261.8% |
| All | +378.1% | -52.7% | +430.7% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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