+115.4%
AMD vs SFM
-36.8%
+152.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.3% | -10.1% | -8.6% |
| 7D | +18.9% | +6.0% | +12.9% | +19.6% |
| 30D | -6.4% | -19.5% | +13.0% | -7.4% |
| 3M | +10.6% | -37.0% | +47.6% | +7.7% |
| 6M | +19.9% | -41.0% | +60.9% | +16.2% |
| YTD | +149.4% | -34.6% | +184.0% | +147.6% |
| 1Y | +115.4% | -36.3% | +151.6% | +114.5% |
| All | +115.4% | -36.8% | +152.2% | +114.5% |
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