+13,303.6%
AMD vs TMO
+9,660.8%
+3,642.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.1% | +7.4% | +7.4% |
| 7D | +13.1% | +1.6% | +11.5% | +12.9% |
| 30D | -7.0% | +8.4% | -15.3% | -10.4% |
| 3M | +16.6% | +18.7% | -2.2% | +5.7% |
| 6M | +20.5% | +58.9% | -38.3% | -9.9% |
| YTD | +158.2% | +24.2% | +134.0% | +121.9% |
| 1Y | +132.8% | +22.8% | +110.0% | +101.2% |
| 3Y | +366.2% | +61.6% | +304.6% | +228.8% |
| 5Y | +278.7% | +15.3% | +263.4% | +231.9% |
| 10Y | +8,164.6% | +388.1% | +7,776.4% | +2,990.1% |
| All | +13,303.6% | +9,660.8% | +3,642.8% | +1,033.9% |
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