+95.5%
AMD vs SFM
-35.8%
+131.3%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.6% | -2.6% | +1.4% |
| 7D | -15.5% | -12.3% | -3.2% | -15.3% |
| 30D | -22.6% | -16.2% | -6.4% | -22.7% |
| 3M | -5.7% | -36.8% | +31.0% | -6.6% |
| 6M | +43.1% | -32.6% | +75.7% | +41.6% |
| YTD | +128.2% | -31.7% | +159.9% | +131.2% |
| 1Y | +95.5% | -35.0% | +130.5% | +102.4% |
| All | +95.5% | -35.8% | +131.3% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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