+375.2%
AMDG vs SPY
+22.9%
+352.3%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.2% | +0.3% | +22.9% | +21.6% |
| 7D | -25.7% | -2.7% | -23.0% | -8.5% |
| 30D | -57.1% | -5.4% | -51.7% | -37.0% |
| 3M | -30.2% | -4.1% | -26.2% | -3.1% |
| 6M | -22.2% | +0.7% | -22.9% | -2.6% |
| YTD | +141.3% | +8.7% | +132.6% | +137.8% |
| 1Y | +84.9% | +10.9% | +74.0% | +71.9% |
| All | +375.2% | +22.9% | +352.3% | +219.7% |
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