+6,406.4%
AMD vs TPR
+321.0%
+6,085.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | 0.0% | +4.7% | +4.7% |
| 7D | +2.6% | -2.3% | +4.9% | +3.4% |
| 30D | -0.9% | -23.0% | +22.0% | +7.3% |
| 3M | -8.7% | -12.5% | +3.7% | -5.7% |
| 6M | +136.3% | -21.4% | +157.8% | +153.2% |
| YTD | +123.0% | -3.5% | +126.5% | +121.6% |
| 1Y | +195.2% | +17.4% | +177.8% | +173.8% |
| 3Y | +336.3% | +291.3% | +45.1% | +166.0% |
| 5Y | +334.5% | +241.9% | +92.6% | +172.7% |
| All | +6,406.4% | +321.0% | +6,085.4% | +3,831.9% |
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