+337.4%
AMD vs VST
+251.1%
+86.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -13.8% | +14.8% | +6.5% |
| 7D | -15.5% | -15.7% | +0.2% | -10.0% |
| 30D | -22.6% | -17.0% | -5.7% | -17.2% |
| 3M | -5.7% | -15.9% | +10.1% | +0.4% |
| 6M | +43.1% | -25.0% | +68.1% | +59.2% |
| YTD | +128.2% | -25.1% | +153.3% | +151.1% |
| 1Y | +95.5% | -34.9% | +130.3% | +125.8% |
| All | +337.4% | +251.1% | +86.3% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 3y: compounded portfolio wealth divided by compounded VST 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…
3y analysis · Full analysis span regression · 6 months rolling