+8,164.6%
AMD vs STM
+468.1%
+7,696.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.8% | +5.0% |
| 7D | +13.1% | +1.4% | +11.7% | +13.4% |
| 30D | -7.0% | -8.4% | +1.4% | -0.2% |
| 3M | +16.6% | -15.8% | +32.4% | +31.6% |
| 6M | +20.5% | -22.8% | +43.3% | +41.0% |
| YTD | +158.2% | +79.4% | +78.8% | +69.0% |
| 1Y | +132.8% | +97.0% | +35.8% | +42.8% |
| 3Y | +366.2% | +14.2% | +352.0% | +277.8% |
| 5Y | +278.7% | -4.5% | +283.1% | +247.1% |
| 10Y | +8,164.6% | +463.1% | +7,701.5% | +2,254.7% |
| All | +8,164.6% | +468.1% | +7,696.5% | +2,254.7% |
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