+131.0%
AMDL vs SPYG
+68.7%
+62.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +7.4% |
| 7D | +29.0% | +0.3% | +28.6% | +26.7% |
| 30D | +19.1% | -1.7% | +20.8% | +26.5% |
| 3M | +1.8% | +3.6% | -1.9% | -2.2% |
| 6M | +374.4% | +16.6% | +357.8% | +233.6% |
| YTD | +278.9% | +13.4% | +265.5% | +207.8% |
| 1Y | +510.6% | +19.6% | +491.0% | +344.4% |
| All | +131.0% | +68.7% | +62.2% | -35.2% |
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