+8,164.6%
AMD vs Z
-14.8%
+8,179.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.7% | +5.6% | +6.8% |
| 7D | +13.1% | -13.1% | +26.2% | +18.3% |
| 30D | -7.0% | +5.9% | -12.8% | -9.3% |
| 3M | +16.6% | -13.7% | +30.2% | +19.3% |
| 6M | +20.5% | -27.1% | +47.6% | +28.0% |
| YTD | +158.2% | -56.8% | +215.0% | +219.7% |
| 1Y | +132.8% | -60.2% | +193.0% | +195.1% |
| 3Y | +366.2% | -19.7% | +385.9% | +339.7% |
| 5Y | +278.7% | -53.7% | +332.4% | +305.2% |
| 10Y | +8,164.6% | -16.9% | +8,181.4% | +5,520.7% |
| All | +8,164.6% | -14.8% | +8,179.3% | +5,520.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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