+6,351.7%
AMD vs SPG
+109.7%
+6,242.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.8% | +10.2% | +10.8% |
| 7D | -11.0% | +4.9% | -15.9% | -12.0% |
| 30D | -30.5% | +15.6% | -46.1% | -33.0% |
| 3M | -8.2% | +4.1% | -12.3% | -9.3% |
| 6M | +6.6% | +13.6% | -7.0% | +2.5% |
| YTD | +109.7% | +27.5% | +82.1% | +95.3% |
| 1Y | +88.9% | +32.2% | +56.7% | +74.2% |
| 3Y | +301.8% | +126.0% | +175.8% | +223.0% |
| 5Y | +229.4% | +74.7% | +154.6% | +174.2% |
| All | +6,351.7% | +109.7% | +6,242.0% | +5,385.3% |
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