+196.6%
AMD vs STM
-17.8%
+214.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -12.4% | -4.9% | -8.7% |
| 7D | -28.6% | -20.1% | -8.5% | -16.1% |
| 30D | -37.7% | -32.0% | -5.8% | -18.4% |
| 3M | -16.1% | -24.2% | +8.1% | +1.5% |
| 6M | +13.8% | -29.9% | +43.8% | +42.6% |
| YTD | +88.8% | +54.9% | +33.9% | +32.9% |
| 1Y | +57.8% | +68.0% | -10.2% | +4.6% |
| 3Y | +260.3% | -0.1% | +260.4% | +216.2% |
| 5Y | +196.6% | -17.9% | +214.5% | +212.4% |
| All | +196.6% | -17.8% | +214.4% | +212.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling