+304.8%
SPY vs AMD
+7,454.4%
-7,149.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +14.7% | -12.7% | -0.6% |
| 7D | -0.6% | +6.5% | -7.1% | -2.1% |
| 30D | -3.7% | -15.3% | +11.6% | -1.6% |
| 3M | -2.7% | +9.7% | -12.5% | -5.5% |
| 6M | +2.2% | +13.2% | -11.0% | -2.5% |
| YTD | +10.8% | +140.6% | -129.7% | -9.7% |
| 1Y | +11.2% | +111.2% | -99.9% | -7.4% |
| 3Y | +76.5% | +334.4% | -258.0% | +21.9% |
| 5Y | +72.9% | +268.3% | -195.4% | +17.2% |
| 10Y | +304.8% | +8,077.9% | -7,773.1% | +93.6% |
| All | +304.8% | +7,454.4% | -7,149.6% | +93.6% |
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