+199.0%
AMD vs SPYM
+68.0%
+131.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.4% |
| 7D | -11.0% | -2.7% | -8.4% | -4.2% |
| 30D | -30.5% | -5.4% | -25.1% | -19.7% |
| 3M | -8.2% | -4.1% | -4.2% | +3.1% |
| 6M | +6.6% | +0.8% | +5.8% | +10.4% |
| YTD | +109.7% | +8.8% | +100.9% | +88.1% |
| 1Y | +88.9% | +11.0% | +77.9% | +63.2% |
| 3Y | +301.8% | +75.5% | +226.3% | +41.9% |
| All | +199.0% | +68.0% | +131.1% | +32.2% |
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 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