+544.5%
QQQ vs AMD
+7,995.2%
-7,450.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +7.3% | -5.0% | +0.4% |
| 7D | -0.2% | +13.1% | -13.3% | -3.9% |
| 30D | -7.5% | -7.0% | -0.5% | -6.6% |
| 3M | -3.8% | +16.6% | -20.4% | -8.9% |
| 6M | -3.0% | +20.5% | -23.5% | -10.1% |
| YTD | +12.8% | +158.2% | -145.4% | -16.4% |
| 1Y | +11.6% | +132.8% | -121.2% | -15.3% |
| 3Y | +85.6% | +366.2% | -280.7% | +9.9% |
| 5Y | +82.1% | +278.7% | -196.6% | +7.6% |
| All | +544.5% | +7,995.2% | -7,450.7% | +126.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling