+8,520.0%
AMD vs Z
-19.3%
+8,539.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.1% | +6.5% |
| 7D | +44.7% | -4.9% | +49.7% | +46.8% |
| 30D | -3.3% | +3.0% | -6.3% | -5.0% |
| 3M | +21.2% | -13.4% | +34.6% | +23.8% |
| 6M | +30.6% | -27.3% | +57.9% | +38.6% |
| YTD | +173.3% | -57.8% | +231.1% | +240.6% |
| 1Y | +126.1% | -60.0% | +186.1% | +186.0% |
| 3Y | +393.5% | -21.5% | +415.1% | +368.4% |
| 5Y | +295.8% | -55.0% | +350.7% | +326.8% |
| All | +8,520.0% | -19.3% | +8,539.3% | +5,778.4% |
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