+3,094.0%
SPY vs AMD
+4,994.1%
-1,900.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.1% | -1.1% |
| 7D | +0.1% | +2.6% | -2.5% | -0.3% |
| 30D | +0.1% | -0.9% | +1.0% | +0.1% |
| 3M | +2.0% | -8.7% | +10.7% | +2.4% |
| 6M | +13.0% | +136.3% | -123.3% | -2.0% |
| YTD | +13.5% | +123.0% | -109.5% | -1.3% |
| 1Y | +20.0% | +195.2% | -175.2% | -0.9% |
| 3Y | +77.2% | +336.3% | -259.1% | +34.8% |
| 5Y | +81.9% | +334.5% | -252.6% | +34.6% |
| 10Y | +314.1% | +6,259.1% | -5,945.1% | +97.5% |
| All | +3,094.0% | +4,994.1% | -1,900.0% | +924.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling