-82.2%
RYAM vs SPY
+365.7%
-447.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -4.4% | -4.8% | -3.1% |
| 7D | -3.0% | -4.7% | +1.7% | +4.0% |
| 30D | -4.4% | -5.9% | +1.5% | +4.3% |
| 3M | -32.9% | -4.5% | -28.3% | -28.3% |
| 6M | -30.1% | +1.8% | -31.9% | -31.6% |
| YTD | +10.2% | +8.3% | +1.9% | +0.1% |
| 1Y | +9.1% | +9.3% | -0.3% | -2.1% |
| 3Y | +122.3% | +74.9% | +47.4% | +7.3% |
| 5Y | -3.6% | +67.3% | -70.8% | -49.5% |
| 10Y | -43.0% | +311.6% | -354.5% | -89.2% |
| All | -82.2% | +365.7% | -447.9% | -97.0% |
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