+43.7%
AMID vs SPY
+82.6%
-38.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.1% |
| 7D | -2.3% | -2.7% | +0.4% | +0.4% |
| 30D | -4.2% | -5.4% | +1.2% | +1.3% |
| 3M | -3.7% | -4.1% | +0.4% | +0.4% |
| 6M | -1.2% | +0.7% | -1.9% | -2.0% |
| YTD | +4.7% | +8.7% | -3.9% | -3.7% |
| 1Y | +3.8% | +10.9% | -7.1% | -6.4% |
| 3Y | +36.8% | +75.0% | -38.2% | -23.9% |
| All | +43.7% | +82.6% | -38.9% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling