-93.9%
DAMD vs SPY
+16.5%
-110.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.6% | +8.9% |
| 7D | +32.3% | -0.7% | +33.0% | +28.8% |
| 30D | +47.4% | -1.0% | +48.5% | +44.5% |
| 3M | -14.1% | -0.3% | -13.8% | -10.4% |
| 6M | -80.0% | +7.3% | -87.3% | -58.8% |
| YTD | -95.0% | +13.3% | -108.4% | -85.4% |
| All | -93.9% | +16.5% | -110.4% | -79.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling