-19.5%
RYAM vs SPY
+313.4%
-332.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.3% |
| 30D | -12.1% | +0.1% | -12.2% | -12.1% |
| 3M | -0.6% | +2.0% | -2.6% | -3.3% |
| 6M | -22.2% | +13.0% | -35.2% | -34.4% |
| YTD | +44.3% | +13.5% | +30.8% | +21.9% |
| 1Y | +50.2% | +20.0% | +30.2% | +17.3% |
| 3Y | +139.4% | +77.2% | +62.2% | +10.1% |
| 5Y | +20.6% | +81.9% | -61.3% | -45.8% |
| All | -19.5% | +313.4% | -332.9% | -87.7% |
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