+6,406.4%
AMD vs SM
+6.6%
+6,399.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -0.9% | +26.3% | -27.2% | -3.6% |
| 3M | -8.7% | +8.7% | -17.4% | -10.0% |
| 6M | +136.3% | +51.7% | +84.7% | +122.4% |
| YTD | +123.0% | +99.0% | +23.9% | +102.6% |
| 1Y | +195.2% | +34.6% | +160.6% | +179.6% |
| 3Y | +336.3% | -7.8% | +344.1% | +324.3% |
| 5Y | +334.5% | +104.8% | +229.7% | +287.9% |
| All | +6,406.4% | +6.6% | +6,399.8% | +5,254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling