+98.1%
AM vs SPY
+265.3%
-167.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.2% |
| 7D | -6.3% | +0.1% | -6.4% | -6.5% |
| 30D | -6.3% | -3.3% | -3.0% | -4.0% |
| 3M | -7.1% | -2.4% | -4.7% | -5.6% |
| 6M | -4.6% | +2.6% | -7.1% | -7.2% |
| YTD | +14.8% | +11.2% | +3.5% | +4.0% |
| 1Y | +15.2% | +13.4% | +1.8% | +2.7% |
| 3Y | +84.3% | +79.9% | +4.4% | +9.6% |
| 5Y | +151.6% | +72.2% | +79.4% | +54.5% |
| All | +98.1% | +265.3% | -167.2% | -34.4% |
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