+1,831.4%
AMD vs SPYG
+513.6%
+1,317.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.9% | +10.1% | +9.7% |
| 7D | -11.0% | -3.6% | -7.4% | -4.9% |
| 30D | -30.5% | -11.2% | -19.3% | -15.8% |
| 3M | -8.2% | -8.1% | -0.2% | +6.2% |
| 6M | +6.6% | -3.3% | +9.9% | +17.8% |
| YTD | +109.7% | +5.5% | +104.1% | +108.6% |
| 1Y | +88.9% | +7.0% | +82.0% | +85.4% |
| 3Y | +301.8% | +89.5% | +212.3% | +87.5% |
| 5Y | +229.4% | +63.3% | +166.1% | +104.9% |
| 10Y | +6,745.1% | +395.1% | +6,350.0% | +961.7% |
| All | +1,831.4% | +513.6% | +1,317.8% | +56.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling