+196.6%
AMD vs SE
-79.0%
+275.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.7% | -11.6% | -15.4% |
| 7D | -28.6% | -1.2% | -27.4% | -28.1% |
| 30D | -37.7% | -21.7% | -16.1% | -32.7% |
| 3M | -16.1% | -34.2% | +18.1% | -5.0% |
| 6M | +13.8% | -10.5% | +24.3% | +14.8% |
| YTD | +88.8% | -40.7% | +129.5% | +115.4% |
| 1Y | +57.8% | -52.1% | +109.8% | +93.1% |
| 3Y | +260.3% | +68.9% | +191.4% | +182.6% |
| 5Y | +196.6% | -78.9% | +275.5% | +334.1% |
| All | +196.6% | -79.0% | +275.6% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling