+8,164.6%
AMD vs SFM
+140.8%
+8,023.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +3.5% | +3.9% | +6.8% |
| 7D | +13.1% | -7.1% | +20.2% | +14.5% |
| 30D | -7.0% | -21.4% | +14.4% | -4.2% |
| 3M | +16.6% | -40.1% | +56.7% | +25.2% |
| 6M | +20.5% | -38.0% | +58.5% | +27.8% |
| YTD | +158.2% | -36.5% | +194.7% | +170.3% |
| 1Y | +132.8% | -35.2% | +168.0% | +142.6% |
| 3Y | +366.2% | +23.5% | +342.8% | +319.8% |
| 5Y | +278.7% | +109.7% | +169.0% | +200.6% |
| 10Y | +8,164.6% | +132.6% | +8,032.0% | +6,306.4% |
| All | +8,164.6% | +140.8% | +8,023.8% | +6,306.4% |
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 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