+8,589.1%
AMD vs SNY
+64.5%
+8,524.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.5% |
| 7D | +8.1% | -3.3% | +11.4% | +9.1% |
| 30D | +6.9% | -2.2% | +9.0% | +7.4% |
| 3M | +5.7% | -3.0% | +8.7% | +5.8% |
| 6M | +152.0% | +2.7% | +149.2% | +146.6% |
| YTD | +141.0% | -6.8% | +147.8% | +143.4% |
| 1Y | +231.6% | -5.3% | +236.8% | +230.8% |
| 3Y | +390.1% | -9.8% | +399.8% | +381.7% |
| 5Y | +390.6% | +9.7% | +380.9% | +321.5% |
| All | +8,589.1% | +64.5% | +8,524.6% | +6,597.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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