+3,437.6%
AMD vs TDY
+7,137.3%
-3,699.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.5% | +4.2% | +4.5% |
| 7D | +2.6% | -1.8% | +4.4% | +3.4% |
| 30D | -0.9% | -10.7% | +9.8% | +4.2% |
| 3M | -8.7% | -1.3% | -7.4% | -7.5% |
| 6M | +136.3% | -10.6% | +146.9% | +150.7% |
| YTD | +123.0% | +19.6% | +103.4% | +108.6% |
| 1Y | +195.2% | +11.6% | +183.5% | +184.0% |
| 3Y | +336.3% | +45.2% | +291.1% | +274.7% |
| 5Y | +334.5% | +36.1% | +298.4% | +290.4% |
| 10Y | +6,259.1% | +458.8% | +5,800.3% | +3,086.9% |
| All | +3,437.6% | +7,137.3% | -3,699.8% | +987.1% |
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