+13.8%
AMD vs SE
-12.1%
+26.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.7% | -11.6% | -16.4% |
| 7D | -28.6% | -1.2% | -27.4% | -28.1% |
| 30D | -37.7% | -21.7% | -16.1% | -36.6% |
| 3M | -16.1% | -34.2% | +18.1% | -14.0% |
| 6M | +13.8% | -10.5% | +24.3% | +13.2% |
| All | +13.8% | -12.1% | +26.0% | +13.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling