+331.1%
AMD vs SO
+45.7%
+285.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +4.3% |
| 7D | +2.6% | -0.2% | +2.7% | +2.5% |
| 30D | -0.9% | -4.6% | +3.6% | -3.0% |
| 3M | -8.7% | -3.0% | -5.7% | -9.8% |
| 6M | +136.3% | -8.3% | +144.6% | +129.6% |
| YTD | +123.0% | +3.5% | +119.5% | +125.9% |
| 1Y | +195.2% | -0.9% | +196.1% | +195.3% |
| All | +331.1% | +45.7% | +285.4% | +370.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling