+8,164.6%
AMD vs SPG
+116.4%
+8,048.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.3% |
| 7D | +13.1% | +2.7% | +10.4% | +12.5% |
| 30D | -7.0% | +16.6% | -23.5% | -10.4% |
| 3M | +16.6% | +8.1% | +8.5% | +14.2% |
| 6M | +20.5% | +19.3% | +1.2% | +14.6% |
| YTD | +158.2% | +31.1% | +127.1% | +139.0% |
| 1Y | +132.8% | +32.8% | +100.0% | +114.7% |
| 3Y | +366.2% | +135.8% | +230.4% | +271.0% |
| 5Y | +278.7% | +85.1% | +193.6% | +212.0% |
| 10Y | +8,164.6% | +115.9% | +8,048.6% | +6,902.7% |
| All | +8,164.6% | +116.4% | +8,048.2% | +6,902.7% |
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