+12,846.9%
AMD vs TMO
+9,422.9%
+3,424.0%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.1% | -8.9% | -8.8% |
| 7D | +18.9% | +0.8% | +18.1% | +18.5% |
| 30D | -6.4% | +4.0% | -10.5% | -7.8% |
| 3M | +10.6% | +17.6% | -7.0% | +0.7% |
| 6M | +19.9% | +57.3% | -37.4% | -9.9% |
| YTD | +149.4% | +21.2% | +128.2% | +117.2% |
| 1Y | +115.4% | +21.1% | +94.3% | +87.4% |
| 3Y | +357.3% | +58.8% | +298.5% | +225.4% |
| 5Y | +261.1% | +11.8% | +249.3% | +221.9% |
| 10Y | +7,883.0% | +376.2% | +7,506.7% | +2,925.4% |
| All | +12,846.9% | +9,422.9% | +3,424.0% | +1,010.1% |
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