+11,749.2%
AMD vs SO
+6,321.9%
+5,427.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -15.5% | +1.7% | -17.2% | -15.9% |
| 30D | -22.6% | +11.1% | -33.8% | -24.9% |
| 3M | -5.7% | +0.7% | -6.4% | -6.2% |
| 6M | +43.1% | -1.4% | +44.5% | +42.3% |
| YTD | +128.2% | +9.4% | +118.8% | +120.0% |
| 1Y | +95.5% | +3.7% | +91.7% | +91.1% |
| 3Y | +335.4% | +46.7% | +288.7% | +277.3% |
| 5Y | +255.5% | +78.9% | +176.6% | +187.4% |
| 10Y | +7,350.9% | +180.3% | +7,170.6% | +5,053.5% |
| All | +11,749.2% | +6,321.9% | +5,427.3% | +3,260.8% |
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