+115.4%
AMD vs SM
+84.2%
+31.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.1% | -8.6% | -8.8% |
| 7D | +18.9% | +9.4% | +9.5% | +20.4% |
| 30D | -6.4% | -14.4% | +7.9% | -9.0% |
| 3M | +10.6% | +1.6% | +9.0% | +11.5% |
| 6M | +19.9% | +6.3% | +13.5% | +24.8% |
| YTD | +149.4% | +78.8% | +70.6% | +160.5% |
| 1Y | +115.4% | +83.1% | +32.2% | +123.1% |
| All | +115.4% | +84.2% | +31.1% | +123.1% |
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