+196.6%
AMD vs Z
-54.8%
+251.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -10.6% | -6.6% | -14.1% |
| 7D | -28.6% | -2.3% | -26.3% | -28.0% |
| 30D | -37.7% | +9.4% | -47.1% | -40.0% |
| 3M | -16.1% | -16.1% | 0.0% | -13.3% |
| 6M | +13.8% | -30.4% | +44.3% | +24.0% |
| YTD | +88.8% | -55.6% | +144.4% | +139.4% |
| 1Y | +57.8% | -58.5% | +116.3% | +104.4% |
| 3Y | +260.3% | -19.6% | +279.9% | +220.4% |
| 5Y | +196.6% | -54.1% | +250.8% | +199.9% |
| All | +196.6% | -54.8% | +251.4% | +199.9% |
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