+337.5%
AMD vs SFM
+230.0%
+107.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.2% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | -0.9% | -4.4% | +3.4% | -0.3% |
| 3M | -8.7% | +1.5% | -10.2% | -9.4% |
| 6M | +136.3% | +6.5% | +129.9% | +130.4% |
| YTD | +123.0% | +2.2% | +120.8% | +118.6% |
| 1Y | +195.2% | -41.9% | +237.1% | +223.8% |
| 3Y | +336.3% | +106.8% | +229.6% | +260.7% |
| All | +337.5% | +230.0% | +107.6% | +230.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling