+352.9%
AAMI vs SPY
+77.4%
+275.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.9% |
| 7D | +2.3% | +0.5% | +1.7% | +1.7% |
| 30D | +2.6% | -0.9% | +3.5% | +3.7% |
| 3M | +19.8% | +3.9% | +15.9% | +14.8% |
| 6M | +80.6% | +14.5% | +66.1% | +55.6% |
| YTD | +96.7% | +12.9% | +83.8% | +72.7% |
| 1Y | +106.2% | +19.4% | +86.9% | +71.2% |
| All | +352.9% | +77.4% | +275.5% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling