-73.9%
AHMA vs SPY
+14.4%
-88.3%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.9% |
| 7D | +11.5% | -0.9% | +12.4% | +12.0% |
| 30D | -2.8% | -2.4% | -0.4% | -0.9% |
| 3M | -28.9% | -1.2% | -27.8% | -28.3% |
| 6M | -2.8% | +3.3% | -6.1% | -5.2% |
| YTD | -75.4% | +12.3% | -87.7% | -76.6% |
| 1Y | -74.6% | +12.4% | -87.1% | -77.2% |
| All | -73.9% | +14.4% | -88.3% | -76.3% |
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 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