+14.8%
AMAX vs SPY
+71.7%
-56.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | 0.0% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -2.5% | -3.3% | +0.9% | -1.2% |
| 3M | -2.0% | -2.4% | +0.4% | -1.1% |
| 6M | -5.5% | +2.6% | -8.0% | -6.4% |
| YTD | +0.9% | +11.2% | -10.4% | -3.0% |
| 1Y | +0.2% | +13.4% | -13.2% | -4.3% |
| 3Y | +32.2% | +79.9% | -47.7% | +7.0% |
| All | +14.8% | +71.7% | -56.9% | -6.6% |
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