+7,765.4%
AMD vs STM
+470.7%
+7,294.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +0.6% | -9.3% | -9.1% |
| 7D | +18.9% | +12.0% | +6.9% | +10.6% |
| 30D | -6.4% | -0.4% | -6.1% | -5.0% |
| 3M | +10.6% | -13.2% | +23.8% | +22.3% |
| 6M | +19.9% | -26.1% | +45.9% | +45.0% |
| YTD | +149.4% | +81.2% | +68.2% | +62.1% |
| 1Y | +115.4% | +98.3% | +17.1% | +31.4% |
| 3Y | +357.3% | +16.7% | +340.6% | +264.8% |
| 5Y | +261.1% | -4.8% | +266.0% | +231.7% |
| All | +7,765.4% | +470.7% | +7,294.7% | +2,158.2% |
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