-98.1%
AMC vs SPY
+434.2%
-532.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.8% |
| 7D | +2.3% | +0.1% | +2.2% | +2.1% |
| 30D | -0.7% | +0.1% | -0.8% | -0.7% |
| 3M | +35.2% | +2.0% | +33.2% | +31.6% |
| 6M | +124.6% | +13.0% | +111.6% | +95.2% |
| YTD | +69.9% | +13.5% | +56.3% | +47.1% |
| 1Y | -2.6% | +20.0% | -22.5% | -21.0% |
| 3Y | -79.8% | +77.2% | -157.0% | -89.7% |
| 5Y | -99.4% | +81.9% | -181.3% | -99.7% |
| 10Y | -98.9% | +314.1% | -412.9% | -99.7% |
| All | -98.1% | +434.2% | -532.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling