-87.3%
AMDD vs SPY
+30.7%
-118.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -5.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.3% |
| 30D | 0.0% | +0.1% | -0.1% | +0.1% |
| 3M | -3.1% | +2.0% | -5.1% | +5.3% |
| 6M | -67.3% | +13.0% | -80.3% | -54.6% |
| YTD | -67.7% | +13.5% | -81.2% | -54.2% |
| 1Y | -78.7% | +20.0% | -98.6% | -65.6% |
| All | -87.3% | +30.7% | -118.1% | -71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling