+10,514.2%
AMD vs SFM
+47.4%
+10,466.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -5.1% | -12.1% | -16.3% |
| 7D | -28.6% | +7.5% | -36.1% | -29.7% |
| 30D | -37.7% | -20.8% | -16.9% | -35.6% |
| 3M | -16.1% | -39.4% | +23.3% | -9.1% |
| 6M | +13.8% | -34.5% | +48.3% | +20.4% |
| YTD | +88.8% | -35.2% | +124.1% | +98.4% |
| 1Y | +57.8% | -35.3% | +93.1% | +65.8% |
| 3Y | +260.3% | +23.9% | +236.3% | +219.7% |
| 5Y | +196.6% | +113.8% | +82.8% | +126.9% |
| 10Y | +6,064.6% | +152.0% | +5,912.7% | +4,152.0% |
| All | +10,514.2% | +47.4% | +10,466.7% | +8,033.2% |
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