+8,017.8%
AMD vs SPYM
+315.4%
+7,702.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.9% |
| 7D | +10.0% | +0.6% | +9.5% | +8.8% |
| 30D | +4.6% | -0.9% | +5.6% | +6.2% |
| 3M | +3.1% | +3.9% | -0.8% | -2.3% |
| 6M | +162.8% | +14.5% | +148.3% | +113.9% |
| YTD | +136.2% | +13.0% | +123.2% | +98.0% |
| 1Y | +234.0% | +19.4% | +214.6% | +157.9% |
| 3Y | +376.7% | +78.9% | +297.8% | +98.4% |
| 5Y | +376.3% | +82.3% | +294.0% | +108.4% |
| 10Y | +8,017.8% | +314.7% | +7,703.1% | +850.0% |
| All | +8,017.8% | +315.4% | +7,702.4% | +850.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 10y: compounded portfolio wealth divided by compounded SPYM 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…
10y analysis · Full analysis span regression · 6 months rolling