+143,155.1%
MSFT vs AMD
+10,170.5%
+132,984.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -17.3% | +13.7% | -0.4% |
| 7D | +1.1% | -28.6% | +29.7% | +7.1% |
| 30D | +1.3% | -37.7% | +39.0% | +9.8% |
| 3M | +10.2% | -16.1% | +26.3% | +12.6% |
| 6M | +30.8% | +13.8% | +17.0% | +24.0% |
| YTD | +11.5% | +88.8% | -77.3% | -5.2% |
| 1Y | +6.5% | +57.8% | -51.2% | -6.6% |
| 3Y | +55.5% | +260.3% | -204.8% | +12.0% |
| 5Y | +66.2% | +196.6% | -130.4% | +20.5% |
| 10Y | +928.0% | +6,064.6% | -5,136.6% | +306.1% |
| All | +143,155.1% | +10,170.5% | +132,984.6% | +26,091.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling