+6,351.7%
AMD vs SFM
+138.2%
+6,213.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.8% | +15.9% | +11.8% |
| 7D | -11.0% | -1.2% | -9.8% | -11.1% |
| 30D | -30.5% | -24.8% | -5.7% | -28.0% |
| 3M | -8.2% | -43.7% | +35.5% | -0.5% |
| 6M | +6.6% | -37.3% | +43.8% | +12.6% |
| YTD | +109.7% | -38.4% | +148.0% | +120.4% |
| 1Y | +88.9% | -36.9% | +125.8% | +97.6% |
| 3Y | +301.8% | +20.7% | +281.2% | +263.3% |
| 5Y | +229.4% | +103.5% | +125.9% | +163.4% |
| All | +6,351.7% | +138.2% | +6,213.5% | +4,954.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling