-72.5%
AHMA vs SPY
+14.5%
-87.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.5% | +9.9% | +10.0% |
| 7D | -6.6% | -0.4% | -6.2% | -6.1% |
| 30D | -26.4% | -1.4% | -25.1% | -25.0% |
| 3M | -12.9% | +3.7% | -16.6% | -14.9% |
| 6M | -78.6% | +13.0% | -91.6% | -79.4% |
| YTD | -74.1% | +12.4% | -86.5% | -75.2% |
| All | -72.5% | +14.5% | -87.0% | -74.8% |
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