+7,765.4%
AMD vs STX
+2,020.3%
+5,745.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -3.1% | -5.7% | -7.1% |
| 7D | +18.9% | +14.6% | +4.3% | +10.9% |
| 30D | -6.4% | -26.0% | +19.5% | +10.5% |
| 3M | +10.6% | -42.6% | +53.2% | +46.6% |
| 6M | +19.9% | -35.3% | +55.1% | +47.7% |
| YTD | +149.4% | +92.5% | +56.9% | +67.3% |
| 1Y | +115.4% | +102.4% | +13.0% | +39.8% |
| 3Y | +357.3% | +673.8% | -316.5% | +28.8% |
| 5Y | +261.1% | +463.1% | -201.9% | +17.6% |
| All | +7,765.4% | +2,020.3% | +5,745.1% | +1,251.6% |
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