+7,228.2%
AMD vs SPY
+315.0%
+6,913.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.4% | +10.9% | +9.0% |
| 7D | +8.9% | +0.1% | +8.9% | +10.4% |
| 30D | -16.4% | -3.3% | -13.0% | -9.1% |
| 3M | +5.2% | -2.4% | +7.6% | +12.7% |
| 6M | +11.7% | +2.6% | +9.2% | +11.9% |
| YTD | +137.5% | +11.2% | +126.2% | +110.1% |
| 1Y | +117.8% | +13.4% | +104.4% | +87.3% |
| 3Y | +348.1% | +79.9% | +268.2% | +88.4% |
| 5Y | +241.5% | +72.2% | +169.3% | +66.6% |
| 10Y | +7,228.2% | +307.3% | +6,920.9% | +817.6% |
| All | +7,228.2% | +315.0% | +6,913.2% | +817.6% |
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