+261.9%
AMD vs SPG
+122.7%
+139.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -0.9% | -16.4% | -17.1% |
| 7D | -28.6% | +5.0% | -33.6% | -29.4% |
| 30D | -37.7% | +12.3% | -50.0% | -39.6% |
| 3M | -16.1% | +1.9% | -18.0% | -16.4% |
| 6M | +13.8% | +14.4% | -0.6% | +7.6% |
| YTD | +88.8% | +26.5% | +62.3% | +70.2% |
| 1Y | +57.8% | +30.7% | +27.1% | +39.8% |
| All | +261.9% | +122.7% | +139.2% | +162.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling