+8,520.0%
AMD vs SPYG
+397.7%
+8,122.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.3% |
| 7D | +44.7% | +4.2% | +40.5% | +35.7% |
| 30D | -3.3% | -7.4% | +4.1% | +13.1% |
| 3M | +21.2% | -5.3% | +26.5% | +37.0% |
| 6M | +30.6% | -1.2% | +31.7% | +41.2% |
| YTD | +173.3% | +9.0% | +164.3% | +157.3% |
| 1Y | +126.1% | +8.8% | +117.3% | +114.6% |
| 3Y | +393.5% | +92.8% | +300.8% | +97.4% |
| 5Y | +295.8% | +69.3% | +226.5% | +108.9% |
| All | +8,520.0% | +397.7% | +8,122.3% | +548.7% |
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