+199.0%
AMD vs SPY
+67.4%
+131.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.3% |
| 7D | -11.0% | -2.7% | -8.3% | -4.2% |
| 30D | -30.5% | -5.4% | -25.1% | -19.8% |
| 3M | -8.2% | -4.1% | -4.1% | +3.0% |
| 6M | +6.6% | +0.7% | +5.9% | +10.5% |
| YTD | +109.7% | +8.7% | +101.0% | +88.8% |
| 1Y | +88.9% | +10.9% | +78.0% | +64.0% |
| 3Y | +301.8% | +75.0% | +226.8% | +44.4% |
| All | +199.0% | +67.4% | +131.7% | +34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling