+264.6%
AMD vs SPGI
+15.2%
+249.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.1% | -9.8% | -9.4% |
| 7D | +18.9% | +1.2% | +17.7% | +18.0% |
| 30D | -6.4% | +15.9% | -22.4% | -14.6% |
| 3M | +10.6% | +12.3% | -1.7% | +1.8% |
| 6M | +19.9% | +23.7% | -3.8% | -0.2% |
| YTD | +149.4% | -3.5% | +152.9% | +147.1% |
| 1Y | +115.4% | +0.4% | +115.0% | +104.8% |
| 3Y | +357.3% | +29.9% | +327.4% | +219.5% |
| All | +264.6% | +15.2% | +249.4% | +204.0% |
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