+9,703.6%
AMD vs SO
+6,337.0%
+3,366.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +0.2% | -17.5% | -17.3% |
| 7D | -28.6% | +0.4% | -29.0% | -28.7% |
| 30D | -37.7% | +9.2% | -47.0% | -39.3% |
| 3M | -16.1% | +1.1% | -17.2% | -16.6% |
| 6M | +13.8% | -1.1% | +14.9% | +13.1% |
| YTD | +88.8% | +9.7% | +79.2% | +81.9% |
| 1Y | +57.8% | +5.5% | +52.3% | +53.5% |
| 3Y | +260.3% | +47.0% | +213.2% | +211.9% |
| 5Y | +196.6% | +77.6% | +119.0% | +140.4% |
| 10Y | +6,064.6% | +181.0% | +5,883.6% | +4,160.8% |
| All | +9,703.6% | +6,337.0% | +3,366.6% | +2,678.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling