+7,665.4%
AMD vs V
+2,773.8%
+4,891.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.4% |
| 7D | +2.6% | -1.7% | +4.3% | +3.8% |
| 30D | -0.9% | +2.0% | -2.9% | -2.6% |
| 3M | -8.7% | +17.4% | -26.1% | -20.1% |
| 6M | +136.3% | +17.5% | +118.8% | +104.3% |
| YTD | +123.0% | +7.6% | +115.4% | +104.1% |
| 1Y | +195.2% | +7.7% | +187.5% | +168.2% |
| 3Y | +336.3% | +54.7% | +281.7% | +200.2% |
| 5Y | +334.5% | +73.0% | +261.4% | +178.0% |
| 10Y | +6,259.1% | +390.9% | +5,868.3% | +1,893.5% |
| All | +7,665.4% | +2,773.8% | +4,891.5% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling