+196.6%
AMD vs STT
+97.1%
+99.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.7% | -12.5% | -13.9% |
| 7D | -28.6% | -4.9% | -23.7% | -25.5% |
| 30D | -37.7% | -6.0% | -31.7% | -34.4% |
| 3M | -16.1% | -11.7% | -4.4% | -8.0% |
| 6M | +13.8% | +11.7% | +2.1% | +7.0% |
| YTD | +88.8% | +30.4% | +58.4% | +59.0% |
| 1Y | +57.8% | +43.9% | +13.8% | +24.4% |
| 3Y | +260.3% | +165.4% | +94.9% | +85.7% |
| 5Y | +196.6% | +101.0% | +95.6% | +74.6% |
| All | +196.6% | +97.1% | +99.5% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling