+95.5%
AMD vs SMR
-87.0%
+182.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.5% | +5.5% | +2.6% |
| 7D | -15.5% | -9.5% | -6.0% | -12.4% |
| 30D | -22.6% | -33.2% | +10.6% | -11.3% |
| 3M | -5.7% | -45.9% | +40.2% | +13.5% |
| 6M | +43.1% | -57.9% | +101.0% | +83.4% |
| YTD | +128.2% | -63.8% | +192.0% | +194.7% |
| 1Y | +95.5% | -85.6% | +181.1% | +230.3% |
| All | +95.5% | -87.0% | +182.5% | +230.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling