+199.0%
AMD vs SPYG
+63.1%
+135.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +9.3% |
| 7D | -11.0% | -3.6% | -7.4% | -3.3% |
| 30D | -30.5% | -11.2% | -19.3% | -11.3% |
| 3M | -8.2% | -8.1% | -0.2% | +10.3% |
| 6M | +6.6% | -3.3% | +9.9% | +20.3% |
| YTD | +109.7% | +5.5% | +104.1% | +107.1% |
| 1Y | +88.9% | +7.0% | +82.0% | +83.3% |
| 3Y | +301.8% | +89.5% | +212.3% | +50.1% |
| All | +199.0% | +63.1% | +135.9% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling