+8,520.0%
AMD vs SPY
+308.5%
+8,211.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.2% | +6.5% |
| 7D | +44.7% | +3.3% | +41.4% | +37.1% |
| 30D | -3.3% | -2.7% | -0.7% | +3.9% |
| 3M | +21.2% | -1.7% | +22.9% | +28.3% |
| 6M | +30.6% | +3.1% | +27.5% | +29.7% |
| YTD | +173.3% | +11.9% | +161.4% | +139.4% |
| 1Y | +126.1% | +12.0% | +114.1% | +98.5% |
| 3Y | +393.5% | +78.2% | +315.4% | +110.4% |
| 5Y | +295.8% | +73.2% | +222.5% | +90.8% |
| All | +8,520.0% | +308.5% | +8,211.5% | +943.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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