-36.8%
AMA vs SPY
+4.5%
-41.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +3.4% |
| 7D | -8.7% | -0.6% | -8.2% | -1.7% |
| 30D | -50.2% | -3.7% | -46.5% | -31.6% |
| 3M | -56.0% | -2.7% | -53.2% | -43.8% |
| 6M | -48.8% | +2.2% | -51.0% | -51.8% |
| All | -36.8% | +4.5% | -41.3% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling