+195.2%
AMD vs SM
+37.6%
+157.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +4.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.6% |
| 30D | -0.9% | +26.3% | -27.2% | +3.4% |
| 3M | -8.7% | +8.7% | -17.4% | -5.6% |
| 6M | +136.3% | +51.7% | +84.7% | +153.1% |
| YTD | +123.0% | +99.0% | +23.9% | +145.3% |
| 1Y | +195.2% | +34.6% | +160.6% | +236.8% |
| All | +195.2% | +37.6% | +157.6% | +236.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling