+337.5%
AMD vs SM
+107.8%
+229.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -2.5% | +7.2% | +5.2% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -0.9% | +26.3% | -27.2% | -5.9% |
| 3M | -8.7% | +8.7% | -17.4% | -11.1% |
| 6M | +136.3% | +51.7% | +84.7% | +108.2% |
| YTD | +123.0% | +99.0% | +23.9% | +81.5% |
| 1Y | +195.2% | +34.6% | +160.6% | +164.9% |
| 3Y | +336.3% | -7.8% | +344.1% | +310.1% |
| All | +337.5% | +107.8% | +229.7% | +237.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling