+4,235.6%
AMD vs TDY
+7,574.9%
-3,339.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.1% |
| 7D | +44.7% | +9.4% | +35.3% | +39.4% |
| 30D | -3.3% | +5.9% | -9.3% | -5.0% |
| 3M | +21.2% | -5.7% | +26.9% | +25.4% |
| 6M | +30.6% | +2.4% | +28.1% | +31.4% |
| YTD | +173.3% | +26.8% | +146.5% | +150.9% |
| 1Y | +126.1% | +24.7% | +101.4% | +109.1% |
| 3Y | +393.5% | +69.2% | +324.4% | +299.6% |
| 5Y | +295.8% | +45.7% | +250.0% | +248.1% |
| 10Y | +8,648.9% | +444.2% | +8,204.7% | +4,353.0% |
| All | +4,235.6% | +7,574.9% | -3,339.3% | +1,207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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