+2,677.5%
AMD vs SGI
+2,021.1%
+656.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.8% | -14.5% | -16.4% |
| 7D | -28.6% | +5.3% | -33.9% | -29.7% |
| 30D | -37.7% | +8.2% | -45.9% | -39.5% |
| 3M | -16.1% | -2.2% | -13.9% | -16.3% |
| 6M | +13.8% | -8.4% | +22.3% | +15.8% |
| YTD | +88.8% | -23.4% | +112.3% | +101.2% |
| 1Y | +57.8% | -14.0% | +71.7% | +61.3% |
| 3Y | +260.3% | +78.8% | +181.5% | +192.7% |
| 5Y | +196.6% | +58.6% | +138.0% | +145.6% |
| 10Y | +6,064.6% | +427.8% | +5,636.8% | +3,094.2% |
| All | +2,677.5% | +2,021.1% | +656.4% | +602.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling