+253.5%
AMD vs SN
+639.7%
-386.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.0% | -16.3% | -17.0% |
| 7D | -28.6% | +3.8% | -32.4% | -29.3% |
| 30D | -37.7% | +17.5% | -55.3% | -40.4% |
| 3M | -16.1% | +19.2% | -35.3% | -20.3% |
| 6M | +13.8% | +84.9% | -71.1% | -5.6% |
| YTD | +88.8% | +94.0% | -5.2% | +54.1% |
| 1Y | +57.8% | +151.3% | -93.6% | +19.6% |
| 3Y | +260.3% | +387.1% | -126.8% | +171.4% |
| All | +253.5% | +639.7% | -386.2% | +168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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