-99.1%
AMC vs SPY
+74.6%
-173.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -3.3% |
| 7D | -2.8% | -0.9% | -1.9% | -0.7% |
| 30D | +14.0% | -2.4% | +16.4% | +19.6% |
| 3M | +42.5% | -1.2% | +43.7% | +46.8% |
| 6M | +142.6% | +3.3% | +139.3% | +132.2% |
| YTD | +119.2% | +12.3% | +106.9% | +84.5% |
| 1Y | +40.7% | +12.4% | +28.3% | +18.4% |
| 3Y | -57.3% | +78.8% | -136.1% | -85.1% |
| 5Y | -99.1% | +75.2% | -174.3% | -99.6% |
| All | -99.1% | +74.6% | -173.8% | -99.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling