+116.9%
AMD vs SO
+6.4%
+110.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.4% |
| 7D | +6.5% | -0.1% | +6.6% | +6.3% |
| 30D | -15.3% | +8.7% | -24.0% | -8.9% |
| 3M | +9.7% | +3.4% | +6.3% | +13.3% |
| 6M | +13.2% | +3.7% | +9.5% | +16.4% |
| YTD | +140.6% | +10.0% | +130.5% | +151.2% |
| All | +116.9% | +6.4% | +110.5% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 1y: compounded portfolio wealth divided by compounded SO 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…
1y analysis · Full analysis span regression · 6 months rolling