+261.9%
AMD vs SFM
+24.6%
+237.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.1% | -12.1% | -16.8% |
| 7D | -28.6% | +7.5% | -36.1% | -29.0% |
| 30D | -37.7% | -20.8% | -16.9% | -36.5% |
| 3M | -16.1% | -39.4% | +23.3% | -11.9% |
| 6M | +13.8% | -34.5% | +48.3% | +17.4% |
| YTD | +88.8% | -35.2% | +124.1% | +94.1% |
| 1Y | +57.8% | -35.3% | +93.1% | +62.1% |
| All | +261.9% | +24.6% | +237.3% | +275.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling