+199.0%
AMD vs SM
-11.5%
+210.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +1.0% | +10.1% | +10.8% |
| 7D | -11.0% | -25.9% | +14.9% | -5.8% |
| 30D | -30.5% | -15.1% | -15.4% | -28.5% |
| 3M | -8.2% | +4.9% | -13.1% | -10.4% |
| 6M | +6.6% | +6.1% | +0.4% | +2.3% |
| YTD | +109.7% | +63.4% | +46.2% | +74.9% |
| 1Y | +88.9% | +72.5% | +16.4% | +54.2% |
| 3Y | +301.8% | -16.9% | +318.7% | +280.3% |
| All | +199.0% | -11.5% | +210.6% | +164.0% |
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