+133,470.8%
MSFT vs AMD
+12,028.8%
+121,442.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.7% | -6.7% | -2.9% |
| 7D | -2.7% | +2.6% | -5.3% | -3.2% |
| 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% | +2.8% |
| YTD | +4.0% | +123.0% | -119.0% | -13.5% |
| 1Y | -0.8% | +195.2% | -196.0% | -22.7% |
| 3Y | +55.6% | +336.3% | -280.7% | +8.9% |
| 5Y | +72.9% | +334.5% | -261.6% | +17.9% |
| 10Y | +875.8% | +6,259.1% | -5,383.3% | +283.9% |
| All | +133,470.8% | +12,028.8% | +121,442.0% | +23,785.2% |
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