+301.8%
AMD vs SPY
+75.1%
+226.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.3% |
| 7D | -11.0% | -2.7% | -8.3% | -3.7% |
| 30D | -30.5% | -5.4% | -25.1% | -18.9% |
| 3M | -8.2% | -4.1% | -4.1% | +3.9% |
| 6M | +6.6% | +0.7% | +5.9% | +10.9% |
| YTD | +109.7% | +8.7% | +101.0% | +88.9% |
| 1Y | +88.9% | +10.9% | +78.0% | +64.0% |
| 3Y | +301.8% | +75.0% | +226.8% | +35.2% |
| All | +301.8% | +75.1% | +226.7% | +35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling