+219.4%
AMDY vs SPY
+76.3%
+143.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.4% | +10.4% | +8.0% |
| 7D | +8.9% | +0.1% | +8.8% | +10.5% |
| 30D | -14.5% | -3.3% | -11.2% | -6.8% |
| 3M | +4.6% | -2.4% | +7.0% | +12.3% |
| 6M | +9.1% | +2.6% | +6.6% | +8.7% |
| YTD | +98.0% | +11.2% | +86.8% | +73.6% |
| 1Y | +84.7% | +13.4% | +71.3% | +57.3% |
| 3Y | +208.1% | +79.9% | +128.2% | +23.9% |
| All | +219.4% | +76.3% | +143.1% | +33.1% |
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