+309.3%
SPY vs AMD
+8,469.5%
-8,160.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.2% | -1.4% |
| 7D | +3.3% | +44.7% | -41.4% | -3.6% |
| 30D | -2.7% | -3.3% | +0.7% | -2.9% |
| 3M | -1.7% | +21.2% | -22.9% | -6.2% |
| 6M | +3.1% | +30.6% | -27.5% | -4.2% |
| YTD | +11.9% | +173.3% | -161.4% | -10.9% |
| 1Y | +12.0% | +126.1% | -114.1% | -7.8% |
| 3Y | +78.2% | +393.5% | -315.4% | +20.2% |
| 5Y | +73.2% | +295.8% | -222.5% | +15.7% |
| All | +309.3% | +8,469.5% | -8,160.2% | +90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMD.
Daily Out/Under-Performance
Portfolio return minus AMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMD 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 10y: compounded portfolio wealth divided by compounded AMD 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…
10y analysis · Full analysis span regression · 6 months rolling