+95.5%
AMD vs STM
+92.4%
+3.1%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +4.8% |
| 7D | -15.5% | -6.0% | -9.5% | -12.2% |
| 30D | -22.6% | -20.9% | -1.7% | -10.8% |
| 3M | -5.7% | -15.8% | +10.0% | +4.1% |
| 6M | +43.1% | -17.0% | +60.2% | +61.7% |
| YTD | +128.2% | +76.8% | +51.4% | +80.1% |
| 1Y | +95.5% | +96.5% | -1.0% | +42.5% |
| All | +95.5% | +92.4% | +3.1% | +42.5% |
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