+92.3%
AM vs SPY
+256.8%
-164.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | -11.6% | -2.7% | -8.9% | -9.8% |
| 30D | -8.0% | -5.4% | -2.6% | -4.1% |
| 3M | -10.7% | -4.1% | -6.6% | -8.1% |
| 6M | -8.4% | +0.7% | -9.1% | -9.7% |
| YTD | +11.4% | +8.7% | +2.8% | +2.8% |
| 1Y | +15.0% | +10.9% | +4.1% | +4.2% |
| 3Y | +73.3% | +75.0% | -1.7% | +5.3% |
| 5Y | +145.2% | +67.8% | +77.4% | +53.6% |
| All | +92.3% | +256.8% | -164.5% | -35.2% |
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