+6,086.1%
AMD vs SW
+755.0%
+5,331.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.3% | +3.4% | +4.6% |
| 7D | +2.6% | -5.1% | +7.7% | +3.2% |
| 30D | -0.9% | -4.6% | +3.7% | -0.4% |
| 3M | -8.7% | +9.4% | -18.1% | -9.8% |
| 6M | +136.3% | +3.5% | +132.8% | +134.8% |
| YTD | +123.0% | +22.0% | +101.0% | +117.0% |
| 1Y | +195.2% | +2.2% | +193.0% | +192.0% |
| 3Y | +336.3% | +19.6% | +316.7% | +321.8% |
| 5Y | +334.5% | -2.3% | +336.8% | +318.5% |
| 10Y | +6,259.1% | +181.4% | +6,077.8% | +5,569.4% |
| All | +6,086.1% | +755.0% | +5,331.1% | +5,205.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling