+4,213.6%
AMD vs SPY
+2,945.2%
+1,268.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.4% | -12.9% | -10.3% |
| 7D | -28.6% | -4.7% | -23.9% | -21.9% |
| 30D | -37.7% | -5.9% | -31.8% | -30.3% |
| 3M | -16.1% | -4.5% | -11.6% | -8.0% |
| 6M | +13.8% | +1.8% | +12.0% | +15.7% |
| YTD | +88.8% | +8.3% | +80.5% | +76.2% |
| 1Y | +57.8% | +9.3% | +48.4% | +45.9% |
| 3Y | +260.3% | +74.9% | +185.4% | +71.6% |
| 5Y | +196.6% | +67.3% | +129.3% | +65.2% |
| 10Y | +6,064.6% | +311.6% | +5,753.1% | +849.9% |
| All | +4,213.6% | +2,945.2% | +1,268.4% | -30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling