+7,350.9%
AMD vs SW
+189.7%
+7,161.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.3% |
| 7D | -15.5% | +12.1% | -27.6% | -17.3% |
| 30D | -22.6% | +6.6% | -29.2% | -23.7% |
| 3M | -5.7% | -6.0% | +0.3% | -5.0% |
| 6M | +43.1% | +21.5% | +21.6% | +37.8% |
| YTD | +128.2% | +20.3% | +107.9% | +117.9% |
| 1Y | +95.5% | +28.1% | +67.3% | +84.3% |
| 3Y | +335.4% | +51.6% | +283.8% | +296.1% |
| 5Y | +255.5% | -0.1% | +255.6% | +231.3% |
| 10Y | +7,350.9% | +189.7% | +7,161.2% | +5,237.6% |
| All | +7,350.9% | +189.7% | +7,161.2% | +5,237.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 10y: compounded portfolio wealth divided by compounded SW 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…
10y analysis · Full analysis span regression · 6 months rolling