+83,071.7%
MU vs AMD
+12,313.5%
+70,758.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.0% | -8.0% | -7.5% |
| 7D | -19.1% | -15.5% | -3.6% | -12.9% |
| 30D | -25.2% | -22.6% | -2.6% | -16.2% |
| 3M | -10.9% | -5.7% | -5.2% | -9.0% |
| 6M | +38.0% | +43.1% | -5.1% | +20.3% |
| YTD | +178.8% | +128.2% | +50.6% | +94.7% |
| 1Y | +265.1% | +95.5% | +169.7% | +173.6% |
| 3Y | +1,006.2% | +335.4% | +670.8% | +459.5% |
| 5Y | +1,027.5% | +255.5% | +772.0% | +487.1% |
| 10Y | +4,789.9% | +7,350.9% | -2,561.0% | +453.7% |
| All | +83,071.7% | +12,313.5% | +70,758.2% | +2,647.8% |
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