+295.7%
AMD vs SGI
+75.0%
+220.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.5% | +16.5% | +13.1% |
| 7D | -11.0% | +1.0% | -12.0% | -11.7% |
| 30D | -30.5% | +3.9% | -34.4% | -32.1% |
| 3M | -8.2% | -0.8% | -7.4% | -9.2% |
| 6M | +6.6% | -18.0% | +24.5% | +13.7% |
| YTD | +109.7% | -27.6% | +137.3% | +133.1% |
| 1Y | +88.9% | -27.2% | +116.1% | +109.5% |
| All | +295.7% | +75.0% | +220.7% | +204.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling