+6,406.4%
AMD vs STM
+682.1%
+5,724.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.5% |
| 7D | +2.6% | +5.8% | -3.2% | -1.1% |
| 30D | -0.9% | -1.0% | +0.1% | -0.7% |
| 3M | -8.7% | -33.3% | +24.5% | +17.5% |
| 6M | +136.3% | +57.4% | +79.0% | +71.1% |
| YTD | +123.0% | +102.2% | +20.8% | +34.3% |
| 1Y | +195.2% | +99.6% | +95.6% | +75.9% |
| 3Y | +336.3% | +14.5% | +321.8% | +252.0% |
| 5Y | +334.5% | +21.4% | +313.1% | +239.2% |
| All | +6,406.4% | +682.1% | +5,724.3% | +1,795.7% |
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