+12,434.6%
AMD vs SFM
+132.6%
+12,302.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.9% | +1.8% | +4.1% |
| 7D | +2.6% | -0.1% | +2.6% | +2.6% |
| 30D | -0.9% | -4.4% | +3.4% | -0.2% |
| 3M | -8.7% | +1.5% | -10.2% | -9.6% |
| 6M | +136.3% | +6.5% | +129.9% | +129.9% |
| YTD | +123.0% | +2.2% | +120.8% | +117.9% |
| 1Y | +195.2% | -41.9% | +237.1% | +222.6% |
| 3Y | +336.3% | +106.8% | +229.6% | +255.2% |
| 5Y | +334.5% | +231.6% | +102.9% | +209.9% |
| 10Y | +6,259.1% | +258.4% | +6,000.7% | +4,082.1% |
| All | +12,434.6% | +132.6% | +12,302.1% | +8,834.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling