+119.6%
AMDL vs SPYG
+62.7%
+56.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.7% | +12.6% | +7.5% |
| 7D | +18.5% | -1.5% | +20.0% | +37.9% |
| 30D | -24.2% | -7.2% | -17.0% | +17.0% |
| 3M | +11.5% | -4.6% | +16.1% | +58.5% |
| 6M | -1.0% | -1.2% | +0.2% | +40.7% |
| YTD | +260.3% | +9.3% | +251.0% | +300.5% |
| 1Y | +178.2% | +8.8% | +169.3% | +221.4% |
| All | +119.6% | +62.7% | +56.9% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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