+67.6%
SPY vs AMD
+226.1%
-158.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.0% | -10.7% | -1.8% |
| 7D | -2.7% | -11.0% | +8.3% | -0.9% |
| 30D | -5.4% | -30.5% | +25.1% | +0.8% |
| 3M | -4.1% | -8.2% | +4.1% | -3.6% |
| 6M | +0.7% | +6.6% | -5.9% | -3.4% |
| YTD | +8.7% | +109.7% | -101.0% | -11.5% |
| 1Y | +10.9% | +88.9% | -78.0% | -7.9% |
| 3Y | +75.0% | +301.8% | -226.8% | +12.6% |
| All | +67.6% | +226.1% | -158.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling