+111.2%
AMD vs SFM
-38.0%
+149.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | -0.5% | +15.2% | +14.7% |
| 7D | +6.5% | -6.9% | +13.4% | +6.0% |
| 30D | -15.3% | -25.0% | +9.7% | -16.2% |
| 3M | +9.7% | -42.7% | +52.5% | +7.6% |
| 6M | +13.2% | -41.0% | +54.2% | +10.9% |
| YTD | +140.6% | -38.7% | +179.2% | +142.1% |
| 1Y | +111.2% | -38.1% | +149.3% | +109.1% |
| All | +111.2% | -38.0% | +149.2% | +109.1% |
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