+75.2%
SPY vs AMD
+286.8%
-211.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.3% | -6.0% | -0.1% |
| 7D | -0.9% | +13.1% | -14.0% | -3.7% |
| 30D | -2.4% | -7.0% | +4.6% | -1.8% |
| 3M | -1.2% | +16.6% | -17.7% | -5.3% |
| 6M | +3.3% | +20.5% | -17.2% | -3.2% |
| YTD | +12.3% | +158.2% | -145.9% | -12.3% |
| 1Y | +12.4% | +132.8% | -120.3% | -10.5% |
| 3Y | +78.8% | +366.2% | -287.4% | +11.9% |
| 5Y | +75.2% | +278.7% | -203.5% | +6.3% |
| All | +75.2% | +286.8% | -211.6% | +6.3% |
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