-98.8%
AMC vs SPY
+308.5%
-407.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -1.9% |
| 7D | +8.4% | +3.3% | +5.2% | +4.2% |
| 30D | +9.2% | -2.7% | +11.8% | +13.8% |
| 3M | +32.0% | -1.7% | +33.8% | +36.2% |
| 6M | +149.3% | +3.1% | +146.2% | +142.4% |
| YTD | +114.1% | +11.9% | +102.2% | +89.6% |
| 1Y | +35.8% | +12.0% | +23.8% | +20.3% |
| 3Y | -58.3% | +78.2% | -136.5% | -79.5% |
| 5Y | -99.2% | +73.2% | -172.4% | -99.6% |
| All | -98.8% | +308.5% | -407.2% | -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