+5,125.1%
AMD vs SNY
+253.7%
+4,871.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.2% | +4.9% | +4.8% |
| 7D | +2.6% | -1.3% | +3.9% | +3.2% |
| 30D | -0.9% | +3.4% | -4.3% | -2.8% |
| 3M | -8.7% | -0.3% | -8.4% | -9.9% |
| 6M | +136.3% | +1.0% | +135.3% | +131.0% |
| YTD | +123.0% | -3.6% | +126.6% | +122.4% |
| 1Y | +195.2% | +3.0% | +192.2% | +181.1% |
| 3Y | +336.3% | -4.3% | +340.7% | +308.7% |
| 5Y | +334.5% | +5.2% | +329.3% | +273.0% |
| 10Y | +6,259.1% | +70.2% | +6,188.9% | +3,847.0% |
| All | +5,125.1% | +253.7% | +4,871.4% | +1,678.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling