+6,351.7%
AMD vs W
+238.4%
+6,113.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.5% | +11.4% |
| 7D | -11.0% | -3.6% | -7.4% | -10.0% |
| 30D | -30.5% | +7.0% | -37.4% | -31.6% |
| 3M | -8.2% | +7.4% | -15.6% | -10.3% |
| 6M | +6.6% | +69.3% | -62.7% | -9.6% |
| YTD | +109.7% | +11.3% | +98.4% | +97.1% |
| 1Y | +88.9% | +13.2% | +75.7% | +75.8% |
| 3Y | +301.8% | +142.0% | +159.8% | +173.6% |
| 5Y | +229.4% | -54.6% | +284.0% | +189.9% |
| All | +6,351.7% | +238.4% | +6,113.3% | +3,927.5% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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