+77.7%
SPY vs AMD
+351.3%
-273.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.8% | +8.4% | +1.0% |
| 7D | +2.6% | +18.9% | -16.3% | -0.4% |
| 30D | -2.0% | -6.4% | +4.5% | -1.7% |
| 3M | -2.8% | +10.6% | -13.4% | -5.4% |
| 6M | +2.1% | +19.9% | -17.7% | -3.0% |
| YTD | +11.5% | +149.4% | -137.9% | -8.3% |
| 1Y | +13.5% | +115.4% | -101.9% | -4.2% |
| 3Y | +77.7% | +357.3% | -279.6% | +21.5% |
| All | +77.7% | +351.3% | -273.6% | +21.5% |
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