+331.1%
AMD vs SM
-7.7%
+338.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -4.3% |
| 3M | -8.7% | +8.7% | -17.4% | -9.9% |
| 6M | +136.3% | +51.7% | +84.7% | +113.3% |
| YTD | +123.0% | +99.0% | +23.9% | +86.6% |
| 1Y | +195.2% | +34.6% | +160.6% | +174.7% |
| All | +331.1% | -7.7% | +338.8% | +311.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling