+115.4%
AMD vs SO
+5.1%
+110.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.2% | -10.0% | -7.6% |
| 7D | +18.9% | +1.4% | +17.6% | +20.5% |
| 30D | -6.4% | +4.7% | -11.2% | -1.7% |
| 3M | +10.6% | +1.7% | +8.9% | +13.0% |
| 6M | +19.9% | +2.2% | +17.7% | +22.8% |
| YTD | +149.4% | +10.0% | +139.4% | +165.6% |
| 1Y | +115.4% | +6.0% | +109.3% | +132.0% |
| All | +115.4% | +5.1% | +110.3% | +132.0% |
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