+11,749.2%
AMD vs WM
+28,817.6%
-17,068.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.6% | +0.6% |
| 7D | -15.5% | +5.9% | -21.4% | -16.9% |
| 30D | -22.6% | +15.4% | -38.0% | -25.9% |
| 3M | -5.7% | +6.3% | -12.1% | -7.9% |
| 6M | +43.1% | +5.6% | +37.5% | +38.5% |
| YTD | +128.2% | +9.9% | +118.3% | +117.6% |
| 1Y | +95.5% | +20.8% | +74.6% | +80.9% |
| 3Y | +335.4% | +48.5% | +286.9% | +276.4% |
| 5Y | +255.5% | +60.6% | +194.9% | +199.4% |
| 10Y | +7,350.9% | +349.8% | +7,001.1% | +4,652.7% |
| All | +11,749.2% | +28,817.6% | -17,068.4% | +5,329.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling