+822.0%
MU vs AMD
+190.5%
+631.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -17.3% | -0.2% | -7.2% |
| 7D | -29.7% | -28.6% | -1.1% | -14.2% |
| 30D | -37.2% | -37.7% | +0.5% | -16.9% |
| 3M | -26.5% | -16.1% | -10.4% | -18.7% |
| 6M | +2.6% | +13.8% | -11.3% | -0.9% |
| YTD | +130.1% | +88.8% | +41.3% | +66.2% |
| 1Y | +176.7% | +57.8% | +118.9% | +119.7% |
| 3Y | +813.1% | +260.3% | +552.8% | +333.3% |
| 5Y | +822.0% | +196.6% | +625.3% | +340.0% |
| All | +822.0% | +190.5% | +631.4% | +340.0% |
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