+6,351.7%
AMD vs SPGI
+333.9%
+6,017.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.0% | +12.0% | +11.7% |
| 7D | -11.0% | +0.3% | -11.3% | -11.2% |
| 30D | -30.5% | +18.4% | -48.9% | -38.7% |
| 3M | -8.2% | +15.7% | -23.9% | -18.8% |
| 6M | +6.6% | +17.3% | -10.7% | -10.1% |
| YTD | +109.7% | -4.7% | +114.4% | +103.4% |
| 1Y | +88.9% | +1.8% | +87.1% | +72.2% |
| 3Y | +301.8% | +31.7% | +270.1% | +187.2% |
| 5Y | +229.4% | +12.1% | +217.3% | +170.9% |
| All | +6,351.7% | +333.9% | +6,017.8% | +2,257.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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