+216.4%
AMDY vs SPY
+79.0%
+137.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +6.1% |
| 7D | +8.6% | +0.5% | +8.1% | +7.4% |
| 30D | +3.6% | -0.9% | +4.6% | +5.3% |
| 3M | +1.8% | +3.9% | -2.1% | -4.1% |
| 6M | +126.1% | +14.5% | +111.5% | +82.6% |
| YTD | +96.2% | +12.9% | +83.2% | +63.0% |
| 1Y | +167.3% | +19.4% | +148.0% | +104.4% |
| All | +216.4% | +79.0% | +137.4% | +24.9% |
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