+373.4%
AMD vs SMR
+152.7%
+220.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.2% | +7.1% | +7.3% |
| 7D | +13.1% | +1.9% | +11.2% | +13.1% |
| 30D | -7.0% | -21.9% | +15.0% | -2.5% |
| 3M | +16.6% | -47.1% | +63.7% | +29.5% |
| 6M | +20.5% | -60.6% | +81.2% | +39.5% |
| YTD | +158.2% | -63.1% | +221.3% | +197.3% |
| 1Y | +132.8% | -80.4% | +213.2% | +190.3% |
| All | +373.4% | +152.7% | +220.8% | +431.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling