+2,828.3%
AMD vs SE
+365.4%
+2,462.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.7% | -11.6% | -15.5% |
| 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% | -5.2% |
| 6M | +13.8% | -10.5% | +24.3% | +15.0% |
| YTD | +88.8% | -40.7% | +129.5% | +114.9% |
| 1Y | +57.8% | -52.1% | +109.8% | +92.2% |
| 3Y | +260.3% | +68.9% | +191.4% | +183.3% |
| 5Y | +196.6% | -78.9% | +275.5% | +287.4% |
| All | +2,828.3% | +365.4% | +2,462.9% | +1,490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling