+378.7%
AMD vs SNY
+9.1%
+369.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | +10.4% | -3.6% | +14.0% | +10.8% |
| 30D | +6.2% | -1.9% | +8.1% | +6.3% |
| 3M | +11.3% | -2.0% | +13.3% | +11.1% |
| 6M | +147.8% | +2.5% | +145.3% | +145.2% |
| YTD | +135.2% | -7.0% | +142.1% | +136.1% |
| 1Y | +215.7% | -4.4% | +220.0% | +214.4% |
| 3Y | +374.7% | -8.4% | +383.1% | +371.2% |
| 5Y | +378.7% | +9.5% | +369.2% | +321.0% |
| All | +378.7% | +9.1% | +369.6% | +321.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling