+74.9%
AMD vs SNDQ
-89.9%
+164.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +11.0% | -19.8% | -6.1% |
| 7D | +18.9% | -18.7% | +37.6% | +15.6% |
| 30D | -6.4% | +69.5% | -75.9% | +15.2% |
| 3M | +10.6% | +54.2% | -43.6% | +39.3% |
| 6M | +19.9% | -69.6% | +89.5% | +42.0% |
| All | +74.9% | -89.9% | +164.8% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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