+87.1%
AMDL vs SPYG
+61.3%
+25.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.8% | +2.7% | +24.1% | +16.0% |
| 7D | +10.3% | 0.0% | +10.3% | +20.7% |
| 30D | -38.3% | -8.4% | -29.9% | -0.1% |
| 3M | -8.7% | -6.2% | -2.5% | +37.9% |
| 6M | -14.4% | -1.8% | -12.6% | +24.0% |
| YTD | +206.9% | +8.4% | +198.6% | +251.4% |
| 1Y | +144.4% | +10.1% | +134.3% | +173.4% |
| All | +87.1% | +61.3% | +25.8% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling