-83.8%
RYAM vs SPY
+367.2%
-451.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.3% | -9.4% | -9.5% |
| 7D | -10.7% | -2.7% | -8.0% | -7.0% |
| 30D | -13.1% | -5.4% | -7.7% | -5.9% |
| 3M | -35.6% | -4.1% | -31.5% | -31.6% |
| 6M | -39.9% | +0.7% | -40.6% | -40.3% |
| YTD | +0.2% | +8.7% | -8.5% | -9.4% |
| 1Y | -1.8% | +10.9% | -12.7% | -13.6% |
| 3Y | +98.7% | +75.0% | +23.7% | -4.3% |
| 5Y | -12.3% | +67.8% | -80.1% | -54.3% |
| 10Y | -48.1% | +312.9% | -361.0% | -90.2% |
| All | -83.8% | +367.2% | -451.0% | -97.3% |
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