+196.6%
AMD vs WM
+62.1%
+134.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.2% | -18.4% | -17.2% |
| 7D | -28.6% | +4.5% | -33.1% | -28.4% |
| 30D | -37.7% | +16.1% | -53.8% | -37.5% |
| 3M | -16.1% | +8.0% | -24.1% | -15.7% |
| 6M | +13.8% | +8.4% | +5.4% | +13.5% |
| YTD | +88.8% | +11.2% | +77.6% | +85.8% |
| 1Y | +57.8% | +22.3% | +35.4% | +50.0% |
| 3Y | +260.3% | +50.2% | +210.0% | +203.6% |
| 5Y | +196.6% | +63.3% | +133.3% | +127.9% |
| All | +196.6% | +62.1% | +134.6% | +127.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 5y: compounded portfolio wealth divided by compounded WM 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…
5y analysis · Full analysis span regression · 6 months rolling