+334.4%
AMD vs STT
+180.5%
+154.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +3.7% | +11.1% | +11.8% |
| 7D | +6.5% | +1.1% | +5.3% | +6.5% |
| 30D | -15.3% | -1.9% | -13.4% | -13.1% |
| 3M | +9.7% | -7.6% | +17.3% | +17.2% |
| 6M | +13.2% | +16.0% | -2.8% | +3.4% |
| YTD | +140.6% | +36.2% | +104.4% | +96.1% |
| 1Y | +111.2% | +46.8% | +64.4% | +63.5% |
| 3Y | +334.4% | +177.8% | +156.7% | +113.7% |
| All | +334.4% | +180.5% | +154.0% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling