+11,477.5%
AMD vs STT
+7,372.9%
+4,104.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.2% | +4.5% | +4.6% |
| 7D | +2.6% | +0.5% | +2.1% | +2.3% |
| 30D | -0.9% | +3.9% | -4.8% | -2.6% |
| 3M | -8.7% | +20.0% | -28.7% | -15.6% |
| 6M | +136.3% | +55.3% | +81.0% | +95.6% |
| YTD | +123.0% | +53.3% | +69.7% | +85.1% |
| 1Y | +195.2% | +74.7% | +120.5% | +131.9% |
| 3Y | +336.3% | +205.8% | +130.5% | +167.8% |
| 5Y | +334.5% | +145.0% | +189.5% | +190.1% |
| 10Y | +6,259.1% | +266.0% | +5,993.1% | +3,281.7% |
| All | +11,477.5% | +7,372.9% | +4,104.5% | +1,633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling