+331.1%
AMD vs SPY
+77.4%
+253.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.6% |
| 7D | +2.6% | +0.1% | +2.5% | +2.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.2% |
| 3M | -8.7% | +2.0% | -10.7% | -11.1% |
| 6M | +136.3% | +13.0% | +123.3% | +87.9% |
| YTD | +123.0% | +13.5% | +109.5% | +76.5% |
| 1Y | +195.2% | +20.0% | +175.2% | +111.7% |
| All | +331.1% | +77.4% | +253.7% | +38.5% |
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