+261.9%
AMD vs SN
+384.9%
-123.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.0% | -16.3% | -16.9% |
| 7D | -28.6% | +3.8% | -32.4% | -29.5% |
| 30D | -37.7% | +17.5% | -55.3% | -41.3% |
| 3M | -16.1% | +19.2% | -35.3% | -21.7% |
| 6M | +13.8% | +84.9% | -71.1% | -11.4% |
| YTD | +88.8% | +94.0% | -5.2% | +43.4% |
| 1Y | +57.8% | +151.3% | -93.6% | +7.8% |
| All | +261.9% | +384.9% | -123.0% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling