+199.0%
AMD vs Z
-55.4%
+254.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -2.4% | +13.5% | +11.8% |
| 7D | -11.0% | -4.6% | -6.5% | -9.7% |
| 30D | -30.5% | +8.3% | -38.8% | -32.9% |
| 3M | -8.2% | -11.6% | +3.4% | -6.7% |
| 6M | +6.6% | -33.6% | +40.2% | +17.7% |
| YTD | +109.7% | -56.7% | +166.4% | +167.3% |
| 1Y | +88.9% | -59.1% | +148.0% | +145.1% |
| 3Y | +301.8% | -20.4% | +322.2% | +257.5% |
| All | +199.0% | -55.4% | +254.4% | +199.8% |
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