+136.0%
AMD vs SPYG
+9.4%
+126.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.1% | +6.6% |
| 7D | +44.7% | +4.2% | +40.5% | +30.8% |
| 30D | -3.3% | -7.4% | +4.1% | +20.9% |
| 3M | +21.2% | -5.3% | +26.5% | +43.9% |
| 6M | +30.6% | -1.2% | +31.7% | +43.1% |
| YTD | +173.3% | +9.0% | +164.3% | +155.0% |
| All | +136.0% | +9.4% | +126.6% | +110.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling