+62.4%
MSFT vs AMD
+260.9%
-198.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.8% | +8.9% | +2.1% |
| 7D | -1.3% | +18.9% | -20.2% | -5.4% |
| 30D | -1.8% | -6.4% | +4.6% | -1.5% |
| 3M | +5.6% | +10.6% | -4.9% | +1.4% |
| 6M | +29.8% | +19.9% | +9.9% | +19.5% |
| YTD | +9.0% | +149.4% | -140.4% | -19.4% |
| 1Y | +4.9% | +115.4% | -110.4% | -19.4% |
| 3Y | +46.2% | +357.3% | -311.1% | -19.5% |
| All | +62.4% | +260.9% | -198.4% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling