-90.1%
AMDD vs SPY
+28.4%
-118.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +7.9% |
| 7D | -18.7% | +2.6% | -21.3% | -12.5% |
| 30D | -4.0% | -2.0% | -2.0% | -5.3% |
| 3M | -21.6% | -2.8% | -18.9% | -23.6% |
| 6M | -36.9% | +2.1% | -39.0% | -28.2% |
| YTD | -74.7% | +11.5% | -86.2% | -64.3% |
| 1Y | -71.2% | +13.5% | -84.7% | -57.6% |
| All | -90.1% | +28.4% | -118.5% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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