+3,582.7%
AMD vs SE
+379.8%
+3,202.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.9% | +10.3% | +12.3% |
| 7D | +8.9% | +3.3% | +5.7% | +8.3% |
| 30D | -16.4% | -18.2% | +1.8% | -10.8% |
| 3M | +5.2% | -31.3% | +36.5% | +17.5% |
| 6M | +11.7% | -10.1% | +21.8% | +12.7% |
| YTD | +137.5% | -38.9% | +176.4% | +168.0% |
| 1Y | +117.8% | -48.0% | +165.8% | +158.6% |
| 3Y | +348.1% | +78.8% | +269.3% | +246.4% |
| 5Y | +241.5% | -77.1% | +318.6% | +336.4% |
| All | +3,582.7% | +379.8% | +3,202.9% | +1,882.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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