+337.5%
AMD vs S
-71.4%
+408.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +2.6% | -7.7% | +10.3% | +5.1% |
| 30D | -0.9% | -5.3% | +4.4% | 0.0% |
| 3M | -8.7% | +20.3% | -29.0% | -15.3% |
| 6M | +136.3% | +47.4% | +89.0% | +101.1% |
| YTD | +123.0% | +32.5% | +90.5% | +95.1% |
| 1Y | +195.2% | +9.5% | +185.6% | +173.0% |
| 3Y | +336.3% | +15.5% | +320.8% | +272.6% |
| All | +337.5% | -71.4% | +408.9% | +421.9% |
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 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