+6,351.7%
AMD vs STX
+1,948.1%
+4,403.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.2% | +12.2% | +11.7% |
| 7D | -11.0% | -28.5% | +17.4% | +6.4% |
| 30D | -30.5% | -42.9% | +12.4% | -6.2% |
| 3M | -8.2% | -45.9% | +37.7% | +24.8% |
| 6M | +6.6% | -41.3% | +47.9% | +37.9% |
| YTD | +109.7% | +67.9% | +41.7% | +51.1% |
| 1Y | +88.9% | +66.5% | +22.4% | +35.9% |
| 3Y | +301.8% | +588.0% | -286.1% | +20.9% |
| 5Y | +229.4% | +449.1% | -219.7% | +9.6% |
| All | +6,351.7% | +1,948.1% | +4,403.7% | +1,058.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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