+176.6%
AMDY vs SPY
+75.1%
+101.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.3% | +10.7% | +10.4% |
| 7D | -10.7% | -2.7% | -8.0% | -4.5% |
| 30D | -27.9% | -5.4% | -22.5% | -18.2% |
| 3M | -8.1% | -4.1% | -4.0% | +1.8% |
| 6M | +2.4% | +0.7% | +1.7% | +5.7% |
| YTD | +75.6% | +8.7% | +67.0% | +60.8% |
| 1Y | +61.2% | +10.9% | +50.3% | +43.0% |
| 3Y | +176.6% | +75.0% | +101.6% | +18.8% |
| All | +176.6% | +75.1% | +101.5% | +18.8% |
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 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