-56.8%
AMC vs SPY
+78.4%
-135.2%
-88.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.1% | +2.2% |
| 7D | +5.5% | -0.6% | +6.1% | +7.1% |
| 30D | +16.1% | -3.7% | +19.8% | +22.4% |
| 3M | +43.0% | -2.7% | +45.7% | +49.3% |
| 6M | +130.7% | +2.2% | +128.5% | +127.7% |
| YTD | +121.8% | +10.8% | +111.0% | +101.1% |
| 1Y | +40.7% | +11.2% | +29.4% | +27.2% |
| 3Y | -56.8% | +76.5% | -133.3% | -78.2% |
| All | -56.8% | +78.4% | -135.2% | -78.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling