+5,206.3%
AMD vs SPG
+5,256.9%
-50.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.0% | +5.7% | +5.1% |
| 7D | +2.6% | -2.4% | +5.0% | +3.5% |
| 30D | -0.9% | -6.8% | +5.9% | +1.7% |
| 3M | -8.7% | +2.7% | -11.4% | -10.5% |
| 6M | +136.3% | +5.5% | +130.9% | +129.4% |
| YTD | +123.0% | +15.7% | +107.3% | +107.8% |
| 1Y | +195.2% | +20.9% | +174.3% | +168.9% |
| 3Y | +336.3% | +112.4% | +224.0% | +217.0% |
| 5Y | +334.5% | +101.4% | +233.1% | +223.8% |
| 10Y | +6,259.1% | +60.6% | +6,198.5% | +4,317.2% |
| All | +5,206.3% | +5,256.9% | -50.6% | +905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling