+261.9%
AMD vs SPGI
+33.8%
+228.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.9% | -15.3% | -17.0% |
| 7D | -28.6% | +2.6% | -31.2% | -28.8% |
| 30D | -37.7% | +19.3% | -57.0% | -39.6% |
| 3M | -16.1% | +15.5% | -31.6% | -18.6% |
| 6M | +13.8% | +18.3% | -4.5% | +8.1% |
| YTD | +88.8% | -3.8% | +92.6% | +98.3% |
| 1Y | +57.8% | +1.3% | +56.4% | +59.2% |
| All | +261.9% | +33.8% | +228.0% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling