+547.9%
AMDG vs SPY
+26.1%
+521.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -0.4% | -17.1% | -15.6% |
| 7D | +36.3% | +2.6% | +33.7% | +23.0% |
| 30D | -24.2% | -2.0% | -22.2% | -4.6% |
| 3M | -1.6% | -2.8% | +1.2% | +30.9% |
| 6M | -3.4% | +2.1% | -5.6% | +13.9% |
| YTD | +228.9% | +11.5% | +217.4% | +192.4% |
| 1Y | +135.1% | +13.5% | +121.6% | +98.1% |
| All | +547.9% | +26.1% | +521.7% | +293.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling