+264.6%
AMD vs Z
-53.4%
+318.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.8% |
| 6M | +19.9% | -22.7% | +42.5% | +25.4% |
| YTD | +149.4% | -56.3% | +205.7% | +216.5% |
| 1Y | +115.4% | -57.7% | +173.0% | +175.6% |
| 3Y | +357.3% | -16.5% | +373.8% | +298.6% |
| All | +264.6% | -53.4% | +318.0% | +261.3% |
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 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