+271.7%
AMDW vs SPY
+20.5%
+251.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.4% | -9.5% | -8.4% |
| 7D | +23.4% | +2.6% | +20.9% | +12.9% |
| 30D | -8.5% | -2.0% | -6.5% | +3.3% |
| 3M | +10.3% | -2.8% | +13.0% | +28.8% |
| 6M | +19.4% | +2.1% | +17.2% | +21.1% |
| YTD | +176.9% | +11.5% | +165.4% | +124.5% |
| 1Y | +128.7% | +13.5% | +115.3% | +76.7% |
| All | +271.7% | +20.5% | +251.3% | +164.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling