+253.1%
AMDW vs SPY
+22.0%
+231.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.5% | +7.2% | +8.7% |
| 7D | +12.0% | +0.5% | +11.4% | +9.3% |
| 30D | +4.7% | -0.9% | +5.6% | +8.0% |
| 3M | +2.1% | +3.9% | -1.8% | -9.1% |
| 6M | +204.1% | +14.5% | +189.5% | +111.2% |
| YTD | +163.0% | +12.9% | +150.1% | +92.5% |
| 1Y | +285.6% | +19.4% | +266.3% | +156.4% |
| All | +253.1% | +22.0% | +231.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SPY 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling