+264.6%
AMD vs SE
-78.2%
+342.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.9% | -9.1% |
| 7D | +18.9% | -0.5% | +19.4% | +19.1% |
| 30D | -6.4% | -20.9% | +14.5% | +0.9% |
| 3M | +10.6% | -38.9% | +49.5% | +28.9% |
| 6M | +19.9% | -19.4% | +39.3% | +25.6% |
| YTD | +149.4% | -40.9% | +190.3% | +184.8% |
| 1Y | +115.4% | -46.2% | +161.6% | +153.6% |
| 3Y | +357.3% | +63.7% | +293.6% | +261.4% |
| All | +264.6% | -78.2% | +342.7% | +459.4% |
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