+337.5%
AMD vs SW
-2.3%
+339.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.4% |
| 7D | +2.6% | -5.1% | +7.7% | +3.9% |
| 30D | -0.9% | -4.6% | +3.7% | +0.1% |
| 3M | -8.7% | +9.4% | -18.1% | -11.2% |
| 6M | +136.3% | +3.5% | +132.8% | +132.3% |
| YTD | +123.0% | +22.0% | +101.0% | +108.8% |
| 1Y | +195.2% | +2.2% | +193.0% | +187.2% |
| 3Y | +336.3% | +19.6% | +316.7% | +300.0% |
| All | +337.5% | -2.3% | +339.9% | +305.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling