+414.2%
AMD vs SMR
-52.0%
+466.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.8% | +13.7% | +7.2% |
| 7D | +44.7% | +10.3% | +34.4% | +42.3% |
| 30D | -3.3% | -25.7% | +22.4% | +1.8% |
| 3M | +21.2% | -49.7% | +70.9% | +34.8% |
| 6M | +30.6% | -59.8% | +90.4% | +49.6% |
| YTD | +173.3% | -66.0% | +239.3% | +216.1% |
| 1Y | +126.1% | -81.4% | +207.5% | +181.0% |
| 3Y | +393.5% | +130.6% | +262.9% | +354.3% |
| All | +414.2% | -52.0% | +466.2% | +503.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling