+408.4%
AMD vs S
-56.8%
+465.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.4% | +4.3% | +4.6% |
| 7D | +2.6% | -7.7% | +10.3% | +5.0% |
| 30D | -0.9% | -5.3% | +4.4% | 0.0% |
| 3M | -8.7% | +20.3% | -29.0% | -15.1% |
| 6M | +136.3% | +47.4% | +89.0% | +102.5% |
| YTD | +123.0% | +32.5% | +90.5% | +96.3% |
| 1Y | +195.2% | +9.5% | +185.6% | +174.0% |
| 3Y | +336.3% | +15.5% | +320.8% | +276.5% |
| 5Y | +334.5% | -71.2% | +405.7% | +388.5% |
| All | +408.4% | -56.8% | +465.2% | +453.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling