+7,765.4%
AMD vs STT
+198.3%
+7,567.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.6% | -8.7% |
| 7D | +18.9% | +4.8% | +14.2% | +16.1% |
| 30D | -6.4% | +3.9% | -10.4% | -7.6% |
| 3M | +10.6% | -8.2% | +18.7% | +16.9% |
| 6M | +19.9% | +15.6% | +4.3% | +11.8% |
| YTD | +149.4% | +37.6% | +111.7% | +110.9% |
| 1Y | +115.4% | +50.1% | +65.3% | +73.7% |
| 3Y | +357.3% | +183.1% | +174.2% | +160.5% |
| 5Y | +261.1% | +104.8% | +156.3% | +136.4% |
| All | +7,765.4% | +198.3% | +7,567.1% | +4,089.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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