+195.2%
AMD vs STM
+107.3%
+87.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.7% |
| 7D | +2.6% | +5.8% | -3.2% | -0.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | -8.7% | -33.3% | +24.5% | +11.8% |
| 6M | +136.3% | +57.4% | +79.0% | +105.1% |
| YTD | +123.0% | +102.2% | +20.8% | +78.8% |
| 1Y | +195.2% | +99.6% | +95.6% | +142.6% |
| All | +195.2% | +107.3% | +87.9% | +142.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling