+108.5%
AMD vs SPYM
+12.4%
+96.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +2.3% | +10.9% | +5.2% |
| 7D | +8.9% | +0.1% | +8.9% | +10.7% |
| 30D | -16.4% | -3.3% | -13.0% | -3.7% |
| 3M | +5.2% | -2.4% | +7.6% | +17.6% |
| 6M | +11.7% | +2.6% | +9.1% | +9.5% |
| YTD | +137.5% | +11.3% | +126.2% | +95.3% |
| All | +108.5% | +12.4% | +96.0% | +70.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling