+73.3%
AM vs SPY
+75.1%
-1.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -11.6% | -2.7% | -8.9% | -10.6% |
| 30D | -8.0% | -5.4% | -2.6% | -5.8% |
| 3M | -10.7% | -4.1% | -6.6% | -9.2% |
| 6M | -8.4% | +0.7% | -9.1% | -9.2% |
| YTD | +11.4% | +8.7% | +2.8% | +5.9% |
| 1Y | +15.0% | +10.9% | +4.1% | +7.8% |
| 3Y | +73.3% | +75.0% | -1.7% | +27.0% |
| All | +73.3% | +75.1% | -1.7% | +27.0% |
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