+199.0%
AMD vs SO
+75.0%
+124.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.1% | +12.1% | +10.9% |
| 7D | -11.0% | -1.5% | -9.6% | -11.2% |
| 30D | -30.5% | +8.1% | -38.5% | -29.9% |
| 3M | -8.2% | +0.2% | -8.4% | -8.0% |
| 6M | +6.6% | +0.4% | +6.2% | +6.7% |
| YTD | +109.7% | +8.5% | +101.2% | +109.4% |
| 1Y | +88.9% | +4.9% | +84.0% | +89.0% |
| 3Y | +301.8% | +47.9% | +253.9% | +272.3% |
| All | +199.0% | +75.0% | +124.0% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling