+327.3%
AMD vs SN
+647.0%
-319.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.1% |
| 7D | -15.5% | +10.6% | -26.1% | -17.8% |
| 30D | -22.6% | +20.0% | -42.6% | -26.4% |
| 3M | -5.7% | +30.4% | -36.1% | -13.0% |
| 6M | +43.1% | +91.0% | -47.9% | +17.6% |
| YTD | +128.2% | +95.9% | +32.3% | +85.6% |
| 1Y | +95.5% | +158.9% | -63.4% | +47.0% |
| 3Y | +335.4% | +391.8% | -56.4% | +227.0% |
| All | +327.3% | +647.0% | -319.7% | +224.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling