-98.8%
AMC vs SPXS
-99.5%
+0.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.4% | -1.9% |
| 7D | +8.4% | -9.5% | +17.9% | +4.3% |
| 30D | +9.2% | +7.4% | +1.8% | +14.4% |
| 3M | +32.0% | +6.1% | +25.9% | +38.4% |
| 6M | +149.3% | -7.3% | +156.5% | +150.1% |
| YTD | +114.1% | -26.7% | +140.8% | +99.7% |
| 1Y | +35.8% | -26.2% | +62.0% | +27.9% |
| 3Y | -58.3% | -80.3% | +22.0% | -74.4% |
| 5Y | -99.2% | -83.4% | -15.7% | -99.4% |
| All | -98.8% | -99.5% | +0.8% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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