-97.7%
AMC vs SPY
+409.7%
-507.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.4% | -8.1% | -7.1% |
| 7D | 0.0% | -4.7% | +4.7% | +6.6% |
| 30D | +4.4% | -5.9% | +10.3% | +13.2% |
| 3M | +15.4% | -4.5% | +19.9% | +23.1% |
| 6M | +93.7% | +1.8% | +91.9% | +91.4% |
| YTD | +97.4% | +8.3% | +89.1% | +82.4% |
| 1Y | +23.2% | +9.3% | +13.9% | +12.7% |
| 3Y | -71.3% | +74.9% | -146.1% | -85.2% |
| 5Y | -99.3% | +67.3% | -166.5% | -99.6% |
| 10Y | -98.7% | +311.6% | -410.3% | -99.7% |
| All | -97.7% | +409.7% | -507.4% | -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