+95.0%
AMDL vs SPYG
+70.2%
+24.8%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.1% | +9.3% | +9.7% |
| 7D | +4.5% | +0.4% | +4.2% | +2.9% |
| 30D | -4.4% | -0.4% | -4.0% | -2.9% |
| 3M | -30.5% | +0.5% | -31.0% | -23.5% |
| 6M | +300.9% | +17.5% | +283.4% | +176.4% |
| YTD | +219.9% | +14.3% | +205.6% | +152.4% |
| 1Y | +374.7% | +21.7% | +353.0% | +226.2% |
| All | +95.0% | +70.2% | +24.8% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling