+132.8%
AMD vs SPYM
+13.0%
+119.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +2.9% |
| 7D | +13.1% | -0.9% | +14.0% | +18.9% |
| 30D | -7.0% | -2.4% | -4.6% | +3.7% |
| 3M | +16.6% | -1.1% | +17.7% | +25.0% |
| 6M | +20.5% | +3.3% | +17.2% | +15.2% |
| YTD | +158.2% | +12.4% | +145.8% | +105.9% |
| 1Y | +132.8% | +12.5% | +120.3% | +85.2% |
| All | +132.8% | +13.0% | +119.8% | +85.2% |
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