-16.1%
AMD vs STX
-44.9%
+28.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -16.3% | -1.0% | -7.6% |
| 7D | -28.6% | -33.4% | +4.8% | -10.6% |
| 30D | -37.7% | -42.1% | +4.4% | -18.3% |
| 3M | -16.1% | -44.3% | +28.2% | +7.5% |
| All | -16.1% | -44.9% | +28.8% | +7.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling