+4,994.1%
AMD vs SPY
+3,091.8%
+1,902.3%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.1% |
| 3M | -8.7% | +2.0% | -10.7% | -10.0% |
| 6M | +136.3% | +13.0% | +123.3% | +101.2% |
| YTD | +123.0% | +13.5% | +109.5% | +89.4% |
| 1Y | +195.2% | +20.0% | +175.2% | +132.9% |
| 3Y | +336.3% | +77.2% | +259.1% | +100.0% |
| 5Y | +334.5% | +81.9% | +252.6% | +108.8% |
| 10Y | +6,259.1% | +314.1% | +5,945.1% | +851.0% |
| All | +4,994.1% | +3,091.8% | +1,902.3% | -24.9% |
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