+7,765.4%
AMD vs Z
-16.5%
+7,781.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +3.5% | -12.2% | -9.8% |
| 7D | +18.9% | +0.8% | +18.1% | +18.5% |
| 30D | -6.4% | +5.2% | -11.6% | -8.7% |
| 3M | +10.6% | -17.0% | +27.6% | +14.5% |
| 6M | +19.9% | -22.7% | +42.5% | +24.8% |
| YTD | +149.4% | -56.3% | +205.7% | +207.3% |
| 1Y | +115.4% | -57.7% | +173.0% | +167.4% |
| 3Y | +357.3% | -16.5% | +373.8% | +325.2% |
| 5Y | +261.1% | -53.4% | +314.5% | +285.1% |
| All | +7,765.4% | -16.5% | +7,781.8% | +5,204.3% |
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