+111.2%
AMD vs SYY
+6.3%
+104.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | +1.0% | +13.7% | +14.7% |
| 7D | +6.5% | +4.7% | +1.7% | +6.8% |
| 30D | -15.3% | -0.7% | -14.6% | -15.7% |
| 3M | +9.7% | -6.8% | +16.5% | +9.1% |
| 6M | +13.2% | +8.6% | +4.5% | +9.7% |
| YTD | +140.6% | +8.4% | +132.2% | +148.4% |
| 1Y | +111.2% | +7.1% | +104.1% | +114.0% |
| All | +111.2% | +6.3% | +104.9% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 1y: compounded portfolio wealth divided by compounded SYY 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…
1y analysis · Full analysis span regression · 6 months rolling