+3,964.4%
AMD vs STM
+2,285.7%
+1,678.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.5% |
| 7D | +2.6% | +5.8% | -3.2% | -0.9% |
| 30D | -0.9% | -1.0% | +0.1% | -0.6% |
| 3M | -8.7% | -33.3% | +24.5% | +16.1% |
| 6M | +136.3% | +57.4% | +79.0% | +74.4% |
| YTD | +123.0% | +102.2% | +20.8% | +38.5% |
| 1Y | +195.2% | +99.6% | +95.6% | +81.8% |
| 3Y | +336.3% | +14.5% | +321.8% | +257.3% |
| 5Y | +334.5% | +21.4% | +313.1% | +250.4% |
| 10Y | +6,259.1% | +695.0% | +5,564.2% | +1,379.1% |
| All | +3,964.4% | +2,285.7% | +1,678.7% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling