+6,406.4%
AMD vs SPG
+60.3%
+6,346.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +4.9% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | -0.9% | -6.8% | +5.9% | +0.7% |
| 3M | -8.7% | +2.7% | -11.4% | -9.9% |
| 6M | +136.3% | +5.5% | +130.9% | +131.7% |
| YTD | +123.0% | +15.7% | +107.3% | +112.8% |
| 1Y | +195.2% | +20.9% | +174.3% | +177.4% |
| 3Y | +336.3% | +112.4% | +224.0% | +255.2% |
| 5Y | +334.5% | +101.4% | +233.1% | +257.4% |
| All | +6,406.4% | +60.3% | +6,346.1% | +6,492.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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