+253.0%
AMAL vs SPY
+200.2%
+52.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.5% | +3.3% | -1.8% | -1.3% |
| 30D | +7.2% | -2.7% | +9.8% | +9.6% |
| 3M | -0.9% | -1.7% | +0.8% | +0.4% |
| 6M | +23.3% | +3.1% | +20.2% | +19.5% |
| YTD | +58.8% | +11.9% | +46.9% | +43.3% |
| 1Y | +82.3% | +12.0% | +70.3% | +64.4% |
| 3Y | +170.0% | +78.2% | +91.8% | +63.7% |
| 5Y | +187.4% | +73.2% | +114.2% | +76.8% |
| All | +253.0% | +200.2% | +52.8% | +26.2% |
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