+6,406.4%
AMD vs TLT
-21.2%
+6,427.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.7% |
| 7D | +2.6% | -0.4% | +3.0% | +2.5% |
| 30D | -0.9% | -0.6% | -0.4% | -1.0% |
| 3M | -8.7% | -2.7% | -6.0% | -9.1% |
| 6M | +136.3% | -5.6% | +142.0% | +133.9% |
| YTD | +123.0% | -2.8% | +125.8% | +121.9% |
| 1Y | +195.2% | -1.4% | +196.6% | +194.6% |
| 3Y | +336.3% | -1.6% | +337.9% | +334.7% |
| 5Y | +334.5% | -33.8% | +368.3% | +267.2% |
| All | +6,406.4% | -21.2% | +6,427.6% | +7,948.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLT.
Daily Out/Under-Performance
Portfolio return minus TLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLT 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 TLT 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