+22,117.3%
AMD vs Z
+22.6%
+22,094.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +9.4% | -8.4% | -1.9% |
| 7D | -15.5% | +10.2% | -25.7% | -18.3% |
| 30D | -22.6% | +23.7% | -46.3% | -28.6% |
| 3M | -5.7% | -6.6% | +0.8% | -6.2% |
| 6M | +43.1% | -23.0% | +66.1% | +49.4% |
| YTD | +128.2% | -50.3% | +178.5% | +172.2% |
| 1Y | +95.5% | -53.6% | +149.1% | +137.7% |
| 3Y | +335.4% | -10.1% | +345.5% | +293.4% |
| 5Y | +255.5% | -49.8% | +305.2% | +271.9% |
| 10Y | +7,350.9% | -1.6% | +7,352.5% | +4,586.7% |
| All | +22,117.3% | +22.6% | +22,094.7% | +11,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling