+378.2%
AMD vs SNY
-9.7%
+387.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | +10.4% | -3.6% | +14.0% | +10.3% |
| 30D | +6.2% | -1.9% | +8.1% | +6.1% |
| 3M | +11.3% | -2.0% | +13.3% | +11.2% |
| 6M | +147.8% | +2.5% | +145.3% | +146.4% |
| YTD | +135.2% | -7.0% | +142.1% | +135.2% |
| 1Y | +215.7% | -4.4% | +220.0% | +214.2% |
| All | +378.2% | -9.7% | +387.9% | +380.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling