+178.2%
AMDL vs SPYG
+9.1%
+169.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.3% | +1.7% | +12.6% | +5.3% |
| 7D | +18.5% | -1.5% | +20.0% | +41.6% |
| 30D | -24.2% | -7.2% | -17.0% | +29.5% |
| 3M | +11.5% | -4.6% | +16.1% | +69.9% |
| 6M | -1.0% | -1.2% | +0.2% | +45.6% |
| YTD | +260.3% | +9.3% | +251.0% | +306.6% |
| 1Y | +178.2% | +8.8% | +169.3% | +225.9% |
| All | +178.2% | +9.1% | +169.1% | +225.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling