+248.0%
AMAL vs SPY
+190.7%
+57.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.4% | +1.5% | +0.9% |
| 7D | -3.5% | -4.7% | +1.2% | +0.6% |
| 30D | +3.9% | -5.9% | +9.9% | +9.4% |
| 3M | -1.6% | -4.5% | +3.0% | +2.3% |
| 6M | +20.2% | +1.8% | +18.4% | +17.7% |
| YTD | +56.5% | +8.3% | +48.1% | +45.3% |
| 1Y | +79.4% | +9.3% | +70.1% | +65.2% |
| 3Y | +168.0% | +74.9% | +93.2% | +65.2% |
| 5Y | +188.6% | +67.3% | +121.3% | +83.0% |
| All | +248.0% | +190.7% | +57.3% | +27.9% |
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