+337.5%
AMD vs Z
-64.8%
+402.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.1% | +6.8% | +5.3% |
| 7D | +2.6% | -3.0% | +5.6% | +3.4% |
| 30D | -0.9% | -4.2% | +3.3% | -0.5% |
| 3M | -8.7% | -3.7% | -5.0% | -9.4% |
| 6M | +136.3% | -24.5% | +160.8% | +151.9% |
| YTD | +123.0% | -49.3% | +172.3% | +169.5% |
| 1Y | +195.2% | -58.7% | +253.9% | +276.7% |
| 3Y | +336.3% | -34.1% | +370.5% | +344.6% |
| All | +337.5% | -64.8% | +402.3% | +310.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling