+510.6%
AMDL vs SPYG
+20.0%
+490.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.4% | +6.4% | +7.9% |
| 7D | +29.0% | +0.3% | +28.6% | +26.0% |
| 30D | +19.1% | -1.7% | +20.8% | +28.5% |
| 3M | +1.8% | +3.6% | -1.9% | -5.9% |
| 6M | +374.4% | +16.6% | +357.8% | +204.5% |
| YTD | +278.9% | +13.4% | +265.5% | +189.7% |
| 1Y | +510.6% | +19.6% | +491.0% | +336.0% |
| All | +510.6% | +20.0% | +490.6% | +336.0% |
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