+5,710.3%
AMD vs SGI
+419.1%
+5,291.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.3% |
| 7D | -28.6% | +5.3% | -33.9% | -29.9% |
| 30D | -37.7% | +8.2% | -45.9% | -39.7% |
| 3M | -16.1% | -2.2% | -13.9% | -16.3% |
| 6M | +13.8% | -8.4% | +22.3% | +16.1% |
| YTD | +88.8% | -23.4% | +112.3% | +103.0% |
| 1Y | +57.8% | -14.0% | +71.7% | +61.6% |
| 3Y | +260.3% | +78.8% | +181.5% | +182.7% |
| 5Y | +196.6% | +58.6% | +138.0% | +132.9% |
| All | +5,710.3% | +419.1% | +5,291.3% | +3,588.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 10y: compounded portfolio wealth divided by compounded SGI 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…
10y analysis · Full analysis span regression · 6 months rolling