+8,164.6%
AMD vs T
+61.4%
+8,103.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | T | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.5% | +5.9% | +7.1% |
| 7D | +13.1% | +2.0% | +11.1% | +12.8% |
| 30D | -7.0% | -1.0% | -5.9% | -7.1% |
| 3M | +16.6% | -8.1% | +24.7% | +17.6% |
| 6M | +20.5% | -8.3% | +28.8% | +21.3% |
| YTD | +158.2% | -6.1% | +164.3% | +156.0% |
| 1Y | +132.8% | -7.4% | +140.2% | +131.4% |
| 3Y | +366.2% | +65.4% | +300.8% | +266.3% |
| 5Y | +278.7% | +57.6% | +221.0% | +195.7% |
| 10Y | +8,164.6% | +61.4% | +8,103.2% | +6,048.4% |
| All | +8,164.6% | +61.4% | +8,103.2% | +6,048.4% |
Cumulative growth
Daily Returns
Daily percentage return beside T.
Daily Out/Under-Performance
Portfolio return minus T return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × T 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 T 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