+7,228.2%
AMD vs Z
-11.7%
+7,239.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.8% | +9.5% | +12.1% |
| 7D | +8.9% | -5.2% | +14.1% | +10.9% |
| 30D | -16.4% | +5.7% | -22.1% | -18.4% |
| 3M | +5.2% | -8.7% | +14.0% | +6.0% |
| 6M | +11.7% | -26.0% | +37.7% | +18.3% |
| YTD | +137.5% | -55.0% | +192.5% | +191.1% |
| 1Y | +117.8% | -58.0% | +175.8% | +171.9% |
| 3Y | +348.1% | -15.2% | +363.3% | +315.6% |
| 5Y | +241.5% | -53.8% | +295.3% | +266.1% |
| 10Y | +7,228.2% | -14.5% | +7,242.8% | +4,701.4% |
| All | +7,228.2% | -11.7% | +7,239.9% | +4,701.4% |
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