+295.8%
AMD vs SM
+5.1%
+290.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.2% | +0.7% | +4.8% |
| 7D | +44.7% | +10.6% | +34.1% | +41.9% |
| 30D | -3.3% | -15.0% | +11.6% | -0.6% |
| 3M | +21.2% | +1.7% | +19.5% | +19.4% |
| 6M | +30.6% | +5.9% | +24.7% | +26.0% |
| YTD | +173.3% | +79.0% | +94.3% | +124.5% |
| 1Y | +126.1% | +84.7% | +41.4% | +83.5% |
| 3Y | +393.5% | -3.5% | +397.0% | +352.3% |
| 5Y | +295.8% | +4.9% | +290.8% | +235.5% |
| All | +295.8% | +5.1% | +290.7% | +235.5% |
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