+4,765.0%
AMD vs SM
+1,289.1%
+3,475.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.6% | -12.7% | -16.5% |
| 7D | -28.6% | -25.1% | -3.5% | -25.1% |
| 30D | -37.7% | -15.6% | -22.1% | -36.1% |
| 3M | -16.1% | +2.7% | -18.8% | -17.3% |
| 6M | +13.8% | -3.8% | +17.7% | +12.1% |
| YTD | +88.8% | +61.8% | +27.0% | +67.7% |
| 1Y | +57.8% | +71.4% | -13.6% | +38.2% |
| 3Y | +260.3% | -20.7% | +281.0% | +252.8% |
| 5Y | +196.6% | -11.5% | +208.1% | +175.5% |
| 10Y | +6,064.6% | +10.2% | +6,054.4% | +3,645.0% |
| All | +4,765.0% | +1,289.1% | +3,475.9% | +2,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling