+74.4%
SPY vs AMD
+259.1%
-184.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -17.3% | +12.9% | -1.7% |
| 7D | -4.7% | -28.6% | +23.9% | +0.1% |
| 30D | -5.9% | -37.7% | +31.8% | +0.8% |
| 3M | -4.5% | -16.1% | +11.6% | -2.7% |
| 6M | +1.8% | +13.8% | -12.0% | -2.8% |
| YTD | +8.3% | +88.8% | -80.5% | -6.6% |
| 1Y | +9.3% | +57.8% | -48.4% | -2.9% |
| All | +74.4% | +259.1% | -184.7% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling