+357.3%
AMD vs SPYG
+91.6%
+265.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.8% | -6.9% |
| 7D | +18.9% | +2.3% | +16.6% | +14.3% |
| 30D | -6.4% | -6.5% | 0.0% | +9.8% |
| 3M | +10.6% | -6.8% | +17.4% | +31.5% |
| 6M | +19.9% | -3.1% | +23.0% | +35.9% |
| YTD | +149.4% | +8.0% | +141.4% | +138.0% |
| 1Y | +115.4% | +10.2% | +105.2% | +99.4% |
| 3Y | +357.3% | +91.0% | +266.3% | +45.5% |
| All | +357.3% | +91.6% | +265.7% | +45.5% |
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 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