+189.5%
AMAL vs SPY
+71.5%
+118.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +8.8% | -3.3% | +12.2% | +11.4% |
| 3M | +1.8% | -2.4% | +4.2% | +3.5% |
| 6M | +20.9% | +2.6% | +18.4% | +18.3% |
| YTD | +60.2% | +11.2% | +48.9% | +47.6% |
| 1Y | +84.1% | +13.4% | +70.7% | +67.3% |
| 3Y | +175.7% | +79.9% | +95.8% | +87.4% |
| 5Y | +189.5% | +72.2% | +117.4% | +102.8% |
| All | +189.5% | +71.5% | +118.1% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling