+7,765.4%
AMD vs SNY
+76.4%
+7,689.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.2% | -8.6% | -8.7% |
| 7D | +18.9% | +2.8% | +16.1% | +18.1% |
| 30D | -6.4% | +21.6% | -28.1% | -11.9% |
| 3M | +10.6% | +10.5% | +0.1% | +7.0% |
| 6M | +19.9% | +14.0% | +5.9% | +13.6% |
| YTD | +149.4% | +5.4% | +144.0% | +142.3% |
| 1Y | +115.4% | -2.5% | +117.8% | +115.1% |
| 3Y | +357.3% | +22.1% | +335.2% | +304.8% |
| 5Y | +261.1% | +18.0% | +243.1% | +206.4% |
| All | +7,765.4% | +76.4% | +7,689.0% | +5,657.0% |
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