+7,601.2%
AMD vs V
+457.4%
+7,143.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | -15.3% | +9.9% | -25.2% | -21.6% |
| 3M | +9.7% | +17.5% | -7.8% | -4.4% |
| 6M | +13.2% | +33.5% | -20.3% | -13.1% |
| YTD | +140.6% | +21.6% | +119.0% | +96.6% |
| 1Y | +111.2% | +27.6% | +83.6% | +64.7% |
| 3Y | +334.4% | +76.4% | +258.0% | +147.7% |
| 5Y | +268.3% | +103.8% | +164.5% | +87.1% |
| All | +7,601.2% | +457.4% | +7,143.8% | +1,584.8% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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