+348.0%
AMD vs SPYG
+103.0%
+245.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.9% |
| 7D | +2.6% | +0.4% | +2.2% | +1.8% |
| 30D | -0.9% | -0.4% | -0.5% | -0.2% |
| 3M | -8.7% | +0.5% | -9.3% | -7.7% |
| 6M | +136.3% | +17.5% | +118.9% | +84.1% |
| YTD | +123.0% | +14.3% | +108.6% | +83.5% |
| 1Y | +195.2% | +21.7% | +173.5% | +121.3% |
| All | +348.0% | +103.0% | +245.1% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling