+6,351.7%
AMD vs STM
+398.5%
+5,953.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +4.4% | +6.6% | +8.1% |
| 7D | -11.0% | -10.7% | -0.3% | -3.5% |
| 30D | -30.5% | -25.7% | -4.7% | -14.6% |
| 3M | -8.2% | -21.6% | +13.3% | +8.1% |
| 6M | +6.6% | -27.8% | +34.4% | +30.2% |
| YTD | +109.7% | +61.8% | +47.9% | +46.4% |
| 1Y | +88.9% | +78.1% | +10.8% | +23.4% |
| 3Y | +301.8% | +4.9% | +296.9% | +242.9% |
| 5Y | +229.4% | -14.3% | +243.6% | +223.9% |
| All | +6,351.7% | +398.5% | +5,953.3% | +1,594.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling