+499.8%
AMDG vs SPY
+25.9%
+474.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.2% | +2.4% | +23.9% | +14.3% |
| 7D | +10.6% | +0.1% | +10.5% | +20.0% |
| 30D | -38.5% | -3.3% | -35.1% | -17.5% |
| 3M | -9.2% | -2.4% | -6.7% | +17.9% |
| 6M | -14.4% | +2.6% | -17.0% | -1.4% |
| YTD | +204.5% | +11.2% | +193.3% | +171.8% |
| 1Y | +142.1% | +13.4% | +128.7% | +104.7% |
| All | +499.8% | +25.9% | +474.0% | +265.5% |
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