+261.9%
AMD vs STM
+0.3%
+261.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.4% | -4.9% | -9.9% |
| 7D | -28.6% | -20.1% | -8.5% | -17.9% |
| 30D | -37.7% | -32.0% | -5.8% | -21.6% |
| 3M | -16.1% | -24.2% | +8.1% | -1.1% |
| 6M | +13.8% | -29.9% | +43.8% | +39.9% |
| YTD | +88.8% | +54.9% | +33.9% | +49.5% |
| 1Y | +57.8% | +68.0% | -10.2% | +19.3% |
| All | +261.9% | +0.3% | +261.6% | +239.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling