+11,477.5%
AMD vs SPGI
+14,090.3%
-2,612.8%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +5.6% |
| 7D | +2.6% | +0.1% | +2.4% | +2.3% |
| 30D | -0.9% | +8.4% | -9.3% | -6.0% |
| 3M | -8.7% | +11.8% | -20.6% | -16.8% |
| 6M | +136.3% | +5.7% | +130.6% | +120.5% |
| YTD | +123.0% | -9.7% | +132.7% | +125.3% |
| 1Y | +195.2% | -12.5% | +207.6% | +201.1% |
| 3Y | +336.3% | +21.8% | +314.5% | +265.2% |
| 5Y | +334.5% | +8.2% | +326.3% | +297.5% |
| 10Y | +6,259.1% | +309.5% | +5,949.6% | +2,698.3% |
| All | +11,477.5% | +14,090.3% | -2,612.8% | +827.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling