+8,520.0%
AMD vs SPG
+114.5%
+8,405.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +6.0% |
| 7D | +44.7% | +3.1% | +41.6% | +43.8% |
| 30D | -3.3% | +16.4% | -19.8% | -6.9% |
| 3M | +21.2% | +7.1% | +14.1% | +19.0% |
| 6M | +30.6% | +16.1% | +14.5% | +25.0% |
| YTD | +173.3% | +30.4% | +142.9% | +153.3% |
| 1Y | +126.1% | +33.0% | +93.1% | +108.4% |
| 3Y | +393.5% | +134.6% | +258.9% | +293.2% |
| 5Y | +295.8% | +84.9% | +210.9% | +226.3% |
| All | +8,520.0% | +114.5% | +8,405.5% | +7,132.3% |
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