+18,281.8%
AMD vs Z
+9.5%
+18,272.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -10.6% | -6.6% | -14.0% |
| 7D | -28.6% | -2.3% | -26.3% | -28.0% |
| 30D | -37.7% | +9.4% | -47.1% | -40.1% |
| 3M | -16.1% | -16.1% | 0.0% | -13.4% |
| 6M | +13.8% | -30.4% | +44.3% | +23.1% |
| YTD | +88.8% | -55.6% | +144.4% | +134.2% |
| 1Y | +57.8% | -58.5% | +116.3% | +99.5% |
| 3Y | +260.3% | -19.6% | +279.9% | +238.4% |
| 5Y | +196.6% | -54.1% | +250.8% | +220.5% |
| 10Y | +6,064.6% | -12.1% | +6,076.7% | +3,932.4% |
| All | +18,281.8% | +9.5% | +18,272.3% | +10,226.7% |
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