+196.6%
AMD vs SO
+78.6%
+118.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.2% |
| 7D | -28.6% | +0.4% | -29.0% | -28.5% |
| 30D | -37.7% | +9.2% | -47.0% | -37.1% |
| 3M | -16.1% | +1.1% | -17.2% | -15.8% |
| 6M | +13.8% | -1.1% | +14.9% | +14.1% |
| YTD | +88.8% | +9.7% | +79.2% | +89.0% |
| 1Y | +57.8% | +5.5% | +52.3% | +58.2% |
| 3Y | +260.3% | +47.0% | +213.2% | +237.3% |
| 5Y | +196.6% | +77.6% | +119.0% | +199.4% |
| All | +196.6% | +78.6% | +118.0% | +199.4% |
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