+255.5%
AMD vs SW
-0.1%
+255.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | 0.0% |
| 7D | -15.5% | +12.1% | -27.6% | -18.0% |
| 30D | -22.6% | +6.6% | -29.2% | -24.0% |
| 3M | -5.7% | -6.0% | +0.3% | -4.7% |
| 6M | +43.1% | +21.5% | +21.6% | +35.6% |
| YTD | +128.2% | +20.3% | +107.9% | +113.4% |
| 1Y | +95.5% | +28.1% | +67.3% | +79.5% |
| 3Y | +335.4% | +51.6% | +283.8% | +276.8% |
| 5Y | +255.5% | -0.1% | +255.6% | +231.4% |
| All | +255.5% | -0.1% | +255.6% | +231.4% |
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