+6,370.3%
AMD vs SPYG
+387.9%
+5,982.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +9.5% |
| 7D | -11.0% | -3.6% | -7.4% | -4.0% |
| 30D | -30.5% | -11.2% | -19.3% | -13.1% |
| 3M | -8.2% | -8.1% | -0.2% | +8.6% |
| 6M | +6.6% | -3.3% | +9.9% | +19.3% |
| YTD | +109.7% | +5.5% | +104.1% | +107.6% |
| 1Y | +88.9% | +7.0% | +82.0% | +84.0% |
| 3Y | +301.8% | +89.5% | +212.3% | +64.9% |
| 5Y | +229.4% | +63.3% | +166.1% | +83.9% |
| All | +6,370.3% | +387.9% | +5,982.4% | +380.4% |
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