+198.2%
AMDW vs SPY
+17.4%
+180.8%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.3% | +13.4% | +12.5% |
| 7D | -14.3% | -2.7% | -11.6% | -2.6% |
| 30D | -36.7% | -5.4% | -31.4% | -18.9% |
| 3M | -13.1% | -4.1% | -9.1% | +6.0% |
| 6M | +1.9% | +0.7% | +1.2% | +9.1% |
| YTD | +122.1% | +8.7% | +113.5% | +97.0% |
| 1Y | +93.0% | +10.9% | +82.1% | +62.1% |
| All | +198.2% | +17.4% | +180.8% | +132.2% |
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