+68,550.7%
MU vs AMD
+10,170.5%
+58,380.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -17.3% | -0.2% | -9.7% |
| 7D | -29.7% | -28.6% | -1.1% | -18.0% |
| 30D | -37.2% | -37.7% | +0.5% | -22.0% |
| 3M | -26.5% | -16.1% | -10.4% | -20.4% |
| 6M | +2.6% | +13.8% | -11.3% | -0.6% |
| YTD | +130.1% | +88.8% | +41.3% | +75.8% |
| 1Y | +176.7% | +57.8% | +118.9% | +129.1% |
| 3Y | +813.1% | +260.3% | +552.8% | +405.2% |
| 5Y | +822.0% | +196.6% | +625.3% | +423.3% |
| 10Y | +3,936.2% | +6,064.6% | -2,128.5% | +400.0% |
| All | +68,550.7% | +10,170.5% | +58,380.2% | +2,381.2% |
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