+261.9%
AMD vs VUG
+76.8%
+185.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.5% | -11.8% | -6.7% |
| 7D | -28.6% | -7.1% | -21.5% | -16.3% |
| 30D | -37.7% | -12.1% | -25.6% | -18.5% |
| 3M | -16.1% | -8.1% | -8.0% | +1.3% |
| 6M | +13.8% | -3.2% | +17.0% | +28.5% |
| YTD | +88.8% | +0.5% | +88.4% | +102.1% |
| 1Y | +57.8% | -0.7% | +58.4% | +73.1% |
| All | +261.9% | +76.8% | +185.1% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 3y: compounded portfolio wealth divided by compounded VUG 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…
3y analysis · Full analysis span regression · 6 months rolling