-53.8%
RYAM vs SPY
+304.1%
-357.9%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -18.8% | -0.6% | -18.2% | -18.1% |
| 30D | -20.1% | -3.7% | -16.4% | -15.7% |
| 3M | -36.0% | -2.7% | -33.3% | -33.4% |
| 6M | -38.8% | +2.2% | -40.9% | -40.6% |
| YTD | -4.8% | +10.8% | -15.6% | -16.7% |
| 1Y | -10.2% | +11.2% | -21.5% | -21.9% |
| 3Y | +77.0% | +76.5% | +0.5% | -18.1% |
| 5Y | -14.2% | +72.9% | -87.2% | -58.3% |
| 10Y | -53.8% | +304.8% | -358.6% | -91.7% |
| All | -53.8% | +304.1% | -357.9% | -91.7% |
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