+1,772.8%
AMD vs SPYM
+829.4%
+943.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.3% |
| 7D | +2.6% | +0.1% | +2.5% | +2.3% |
| 30D | -0.9% | +0.1% | -1.0% | -1.1% |
| 3M | -8.7% | +2.0% | -10.8% | -10.0% |
| 6M | +136.3% | +13.1% | +123.3% | +102.0% |
| YTD | +123.0% | +13.6% | +109.4% | +90.2% |
| 1Y | +195.2% | +20.1% | +175.1% | +134.5% |
| 3Y | +336.3% | +77.6% | +258.8% | +106.4% |
| 5Y | +334.5% | +82.5% | +251.9% | +114.7% |
| 10Y | +6,259.1% | +317.6% | +5,941.5% | +997.1% |
| All | +1,772.8% | +829.4% | +943.4% | +25.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling