+337.5%
AMD vs SPYM
+82.7%
+254.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.5% |
| 7D | +2.6% | +0.1% | +2.5% | +2.2% |
| 30D | -0.9% | +0.1% | -1.0% | -1.2% |
| 3M | -8.7% | +2.0% | -10.8% | -10.9% |
| 6M | +136.3% | +13.1% | +123.3% | +88.7% |
| YTD | +123.0% | +13.6% | +109.4% | +77.2% |
| 1Y | +195.2% | +20.1% | +175.1% | +112.2% |
| 3Y | +336.3% | +77.6% | +258.8% | +47.4% |
| All | +337.5% | +82.7% | +254.8% | +59.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling