+94.2%
AM vs SPY
+255.7%
-161.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.4% | +0.9% | -0.1% |
| 7D | -10.9% | -4.7% | -6.2% | -7.6% |
| 30D | -8.3% | -5.9% | -2.4% | -4.1% |
| 3M | -8.4% | -4.5% | -3.9% | -5.3% |
| 6M | -10.1% | +1.8% | -11.9% | -12.2% |
| YTD | +12.6% | +8.3% | +4.2% | +4.1% |
| 1Y | +16.1% | +9.3% | +6.8% | +6.4% |
| 3Y | +74.4% | +74.9% | -0.5% | +6.0% |
| 5Y | +147.6% | +67.3% | +80.4% | +55.6% |
| All | +94.2% | +255.7% | -161.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling