+2,947.4%
SPY vs AMD
+4,213.6%
-1,266.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -17.3% | +12.9% | -1.9% |
| 7D | -4.7% | -28.6% | +23.9% | -0.3% |
| 30D | -5.9% | -37.7% | +31.8% | +0.3% |
| 3M | -4.5% | -16.1% | +11.6% | -2.8% |
| 6M | +1.8% | +13.8% | -12.0% | -2.1% |
| YTD | +8.3% | +88.8% | -80.5% | -4.2% |
| 1Y | +9.3% | +57.8% | -48.4% | -1.0% |
| 3Y | +74.9% | +260.3% | -185.4% | +36.1% |
| 5Y | +67.3% | +196.6% | -129.3% | +29.9% |
| 10Y | +311.6% | +6,064.6% | -5,753.1% | +97.0% |
| All | +2,947.4% | +4,213.6% | -1,266.2% | +894.6% |
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 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