+11,477.5%
AMD vs TMO
+8,241.0%
+3,236.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.8% | +5.4% | +5.1% |
| 7D | +2.6% | -1.4% | +3.9% | +3.3% |
| 30D | -0.9% | +6.2% | -7.2% | -4.8% |
| 3M | -8.7% | +27.5% | -36.2% | -22.5% |
| 6M | +136.3% | +20.0% | +116.4% | +105.8% |
| YTD | +123.0% | +6.1% | +116.9% | +108.9% |
| 1Y | +195.2% | +25.8% | +169.3% | +146.4% |
| 3Y | +336.3% | +11.2% | +325.1% | +282.4% |
| 5Y | +334.5% | +9.6% | +324.9% | +288.0% |
| 10Y | +6,259.1% | +317.8% | +5,941.4% | +2,487.1% |
| All | +11,477.5% | +8,241.0% | +3,236.5% | +967.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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