-98.7%
AMC vs SPY
+315.0%
-413.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +5.3% |
| 7D | +6.6% | +0.1% | +6.5% | +7.3% |
| 30D | +14.1% | -3.3% | +17.4% | +20.0% |
| 3M | +31.3% | -2.4% | +33.7% | +36.7% |
| 6M | +126.7% | +2.6% | +124.1% | +121.9% |
| YTD | +117.9% | +11.2% | +106.7% | +94.5% |
| 1Y | +41.1% | +13.4% | +27.7% | +23.2% |
| 3Y | -61.0% | +79.9% | -140.9% | -81.0% |
| 5Y | -99.1% | +72.2% | -171.3% | -99.5% |
| 10Y | -98.7% | +307.3% | -406.0% | -99.7% |
| All | -98.7% | +315.0% | -413.7% | -99.7% |
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