+337.5%
AMD vs SPYG
+85.0%
+252.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.5% |
| 6M | +136.3% | +17.5% | +118.9% | +85.1% |
| YTD | +123.0% | +14.3% | +108.6% | +84.5% |
| 1Y | +195.2% | +21.7% | +173.5% | +122.4% |
| 3Y | +336.3% | +98.6% | +237.7% | +45.8% |
| All | +337.5% | +85.0% | +252.5% | +86.5% |
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 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