+215.4%
AMD vs STM
+96.3%
+119.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.7% |
| 7D | +2.6% | +5.8% | -3.2% | -0.6% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | -8.7% | -33.3% | +24.5% | +11.9% |
| 6M | +136.3% | +57.4% | +79.0% | +104.4% |
| YTD | +123.0% | +102.2% | +20.8% | +77.5% |
| All | +215.4% | +96.3% | +119.2% | +155.7% |
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 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