+196.6%
AMD vs S
-69.2%
+265.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.8% | -8.5% | -14.4% |
| 7D | -28.6% | -16.7% | -11.9% | -23.9% |
| 30D | -37.7% | -17.0% | -20.8% | -33.7% |
| 3M | -16.1% | +2.0% | -18.1% | -17.6% |
| 6M | +13.8% | +35.1% | -21.2% | +0.5% |
| YTD | +88.8% | +42.8% | +46.0% | +60.6% |
| 1Y | +57.8% | +27.7% | +30.0% | +38.6% |
| 3Y | +260.3% | +33.0% | +227.3% | +192.0% |
| 5Y | +196.6% | -68.0% | +264.6% | +280.0% |
| All | +196.6% | -69.2% | +265.8% | +280.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling