+294.5%
AMD vs SMR
-49.5%
+343.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +16.2% | -5.2% | +8.2% |
| 7D | -11.0% | -9.6% | -1.4% | -9.3% |
| 30D | -30.5% | -33.8% | +3.3% | -25.5% |
| 3M | -8.2% | -46.4% | +38.1% | +0.9% |
| 6M | +6.6% | -62.4% | +69.0% | +23.1% |
| YTD | +109.7% | -64.1% | +173.8% | +140.5% |
| 1Y | +88.9% | -84.3% | +173.3% | +139.1% |
| 3Y | +301.8% | +55.8% | +246.0% | +280.8% |
| All | +294.5% | -49.5% | +343.9% | +359.0% |
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