+7,765.4%
AMD vs V
+458.1%
+7,307.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -9.8% |
| 7D | +18.9% | +0.9% | +18.0% | +17.9% |
| 30D | -6.4% | +9.0% | -15.4% | -13.0% |
| 3M | +10.6% | +16.7% | -6.1% | -3.3% |
| 6M | +19.9% | +33.4% | -13.5% | -8.1% |
| YTD | +149.4% | +22.4% | +127.0% | +102.3% |
| 1Y | +115.4% | +27.7% | +87.7% | +67.6% |
| 3Y | +357.3% | +78.0% | +279.3% | +157.7% |
| 5Y | +261.1% | +108.5% | +152.6% | +79.3% |
| All | +7,765.4% | +458.1% | +7,307.3% | +1,398.6% |
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