+312.2%
AMDW vs SPY
+20.9%
+291.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.4% | +7.1% | +8.1% |
| 7D | +55.7% | +3.3% | +52.4% | +38.7% |
| 30D | -5.5% | -2.7% | -2.8% | +9.4% |
| 3M | +22.9% | -1.7% | +24.7% | +37.7% |
| 6M | +31.8% | +3.1% | +28.7% | +29.1% |
| YTD | +207.1% | +11.9% | +195.2% | +145.1% |
| 1Y | +141.2% | +12.0% | +129.2% | +93.1% |
| All | +312.2% | +20.9% | +291.3% | +188.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling