+8,017.8%
AMD vs SPYG
+410.1%
+7,607.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.7% |
| 7D | +10.0% | +1.2% | +8.8% | +7.8% |
| 30D | +4.6% | -1.6% | +6.2% | +7.3% |
| 3M | +3.1% | +3.4% | -0.2% | -0.5% |
| 6M | +162.8% | +18.9% | +143.9% | +105.6% |
| YTD | +136.2% | +13.8% | +122.4% | +100.1% |
| 1Y | +234.0% | +20.6% | +213.4% | +161.2% |
| 3Y | +376.7% | +100.5% | +276.2% | +72.9% |
| 5Y | +376.3% | +84.6% | +291.7% | +112.1% |
| 10Y | +8,017.8% | +410.8% | +7,607.0% | +487.2% |
| All | +8,017.8% | +410.1% | +7,607.7% | +487.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 10y: compounded portfolio wealth divided by compounded SPYG 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…
10y analysis · Full analysis span regression · 6 months rolling