+9,703.6%
AMD vs STT
+6,256.2%
+3,447.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.7% | -12.5% | -15.2% |
| 7D | -28.6% | -4.9% | -23.7% | -26.7% |
| 30D | -37.7% | -6.0% | -31.7% | -35.6% |
| 3M | -16.1% | -11.7% | -4.4% | -10.9% |
| 6M | +13.8% | +11.7% | +2.1% | +9.4% |
| YTD | +88.8% | +30.4% | +58.4% | +69.2% |
| 1Y | +57.8% | +43.9% | +13.8% | +35.5% |
| 3Y | +260.3% | +165.4% | +94.9% | +137.0% |
| 5Y | +196.6% | +101.0% | +95.6% | +117.6% |
| 10Y | +6,064.6% | +210.7% | +5,853.9% | +3,440.6% |
| All | +9,703.6% | +6,256.2% | +3,447.4% | +1,484.3% |
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