+199.0%
AMD vs SE
-78.9%
+277.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.1% | +10.9% | +11.0% |
| 7D | -11.0% | +2.0% | -13.1% | -11.4% |
| 30D | -30.5% | -20.0% | -10.5% | -25.3% |
| 3M | -8.2% | -31.8% | +23.6% | +2.8% |
| 6M | +6.6% | -15.9% | +22.4% | +9.5% |
| YTD | +109.7% | -40.6% | +150.3% | +139.3% |
| 1Y | +88.9% | -50.7% | +139.6% | +129.2% |
| 3Y | +301.8% | +70.3% | +231.5% | +213.5% |
| All | +199.0% | -78.9% | +277.9% | +376.0% |
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