+876.8%
MSFT vs AMD
+6,217.1%
-5,340.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -3.1% |
| 7D | -2.7% | +2.6% | -5.3% | -3.3% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +17.0% | -8.7% | +25.7% | +17.3% |
| 6M | +23.8% | +136.3% | -112.5% | -3.0% |
| YTD | +4.0% | +123.0% | -119.0% | -18.4% |
| 1Y | -0.8% | +195.2% | -196.0% | -28.8% |
| 3Y | +55.6% | +336.3% | -280.7% | -4.8% |
| 5Y | +72.9% | +334.5% | -261.6% | +1.0% |
| All | +876.8% | +6,217.1% | -5,340.2% | +252.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMD.
Daily Out/Under-Performance
Portfolio return minus AMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMD 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 10y: compounded portfolio wealth divided by compounded AMD 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…
10y analysis · Full analysis span regression · 6 months rolling