+196.6%
AMD vs SPGI
+11.5%
+185.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.9% | -15.3% | -16.2% |
| 7D | -28.6% | +2.6% | -31.2% | -29.7% |
| 30D | -37.7% | +19.3% | -57.0% | -44.2% |
| 3M | -16.1% | +15.5% | -31.6% | -24.2% |
| 6M | +13.8% | +18.3% | -4.5% | -2.3% |
| YTD | +88.8% | -3.8% | +92.6% | +87.6% |
| 1Y | +57.8% | +1.3% | +56.4% | +48.5% |
| 3Y | +260.3% | +33.6% | +226.7% | +143.9% |
| 5Y | +196.6% | +13.2% | +183.4% | +148.8% |
| All | +196.6% | +11.5% | +185.1% | +148.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling