+30.6%
AMD vs SPYM
+3.3%
+27.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +7.1% |
| 7D | +44.7% | +3.3% | +41.5% | +28.5% |
| 30D | -3.3% | -2.6% | -0.7% | +10.1% |
| 3M | +21.2% | -1.7% | +22.9% | +33.6% |
| 6M | +30.6% | +3.1% | +27.4% | +21.5% |
| All | +30.6% | +3.3% | +27.2% | +21.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling