+348.1%
AMD vs SPY
+78.0%
+270.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.4% | +10.9% | +7.5% |
| 7D | +8.9% | +0.1% | +8.9% | +10.6% |
| 30D | -16.4% | -3.3% | -13.0% | -7.0% |
| 3M | +5.2% | -2.4% | +7.6% | +14.7% |
| 6M | +11.7% | +2.6% | +9.2% | +11.4% |
| YTD | +137.5% | +11.2% | +126.2% | +103.1% |
| 1Y | +117.8% | +13.4% | +104.4% | +79.8% |
| 3Y | +348.1% | +79.9% | +268.2% | +34.1% |
| All | +348.1% | +78.0% | +270.1% | +34.1% |
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