+49.8%
AMID vs SPY
+90.8%
-41.0%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | 0.0% | +0.1% | -0.1% | -0.1% |
| 3M | +1.6% | +2.0% | -0.4% | -0.4% |
| 6M | +6.9% | +13.0% | -6.2% | -5.5% |
| YTD | +9.1% | +13.5% | -4.4% | -3.9% |
| 1Y | +5.9% | +20.0% | -14.1% | -11.8% |
| 3Y | +33.1% | +77.2% | -44.1% | -26.6% |
| All | +49.8% | +90.8% | -41.0% | -24.2% |
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 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