+1,638.5%
AMD vs TW
+211.4%
+1,427.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.0% | +8.9% | +7.1% |
| 7D | +10.0% | -3.5% | +13.5% | +11.5% |
| 30D | +4.6% | +0.5% | +4.1% | +4.2% |
| 3M | +3.1% | +4.9% | -1.8% | -1.2% |
| 6M | +162.8% | -17.1% | +179.9% | +177.7% |
| YTD | +136.2% | -3.9% | +140.0% | +130.0% |
| 1Y | +234.0% | -13.3% | +247.3% | +240.0% |
| 3Y | +376.7% | +20.9% | +355.8% | +295.6% |
| 5Y | +376.3% | +20.5% | +355.8% | +286.6% |
| All | +1,638.5% | +211.4% | +1,427.1% | +958.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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