+6,351.7%
AMD vs V
+455.6%
+5,896.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | 0.0% | +11.0% | +11.0% |
| 7D | -11.0% | +2.2% | -13.2% | -12.4% |
| 30D | -30.5% | +13.6% | -44.1% | -37.4% |
| 3M | -8.2% | +14.3% | -22.5% | -18.3% |
| 6M | +6.6% | +33.1% | -26.5% | -18.1% |
| YTD | +109.7% | +21.2% | +88.4% | +71.6% |
| 1Y | +88.9% | +26.4% | +62.5% | +48.4% |
| 3Y | +301.8% | +77.6% | +224.2% | +127.4% |
| 5Y | +229.4% | +102.6% | +126.8% | +67.7% |
| All | +6,351.7% | +455.6% | +5,896.2% | +1,278.1% |
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