-97.7%
AMC vs SPY
+411.3%
-509.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.6% |
| 7D | +2.6% | -2.7% | +5.3% | +6.7% |
| 30D | +9.0% | -5.4% | +14.4% | +17.4% |
| 3M | +22.2% | -4.1% | +26.3% | +29.6% |
| 6M | +91.5% | +0.7% | +90.8% | +91.6% |
| YTD | +101.3% | +8.7% | +92.6% | +85.3% |
| 1Y | +20.8% | +10.9% | +9.9% | +8.7% |
| 3Y | -71.3% | +75.0% | -146.3% | -85.2% |
| 5Y | -99.2% | +67.8% | -167.0% | -99.6% |
| 10Y | -98.7% | +312.9% | -411.6% | -99.7% |
| All | -97.7% | +411.3% | -509.0% | -99.5% |
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