+5,710.3%
AMD vs TPR
+388.4%
+5,322.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +7.1% | -24.3% | -19.6% |
| 7D | -28.6% | +13.9% | -42.5% | -32.1% |
| 30D | -37.7% | +14.9% | -52.6% | -41.1% |
| 3M | -16.1% | -15.4% | -0.7% | -13.0% |
| 6M | +13.8% | -4.5% | +18.3% | +12.9% |
| YTD | +88.8% | +6.0% | +82.8% | +79.6% |
| 1Y | +57.8% | +24.3% | +33.4% | +41.9% |
| 3Y | +260.3% | +412.8% | -152.6% | +100.2% |
| 5Y | +196.6% | +258.4% | -61.8% | +81.1% |
| All | +5,710.3% | +388.4% | +5,322.0% | +3,519.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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