-90.8%
AMCI vs SPY
+99.7%
-190.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -15.5% | +2.6% | -18.0% | -17.0% |
| 30D | -63.1% | -2.0% | -61.1% | -62.2% |
| 3M | -80.7% | -2.8% | -77.9% | -80.1% |
| 6M | -81.6% | +2.1% | -83.8% | -81.4% |
| YTD | -88.2% | +11.5% | -99.7% | -88.4% |
| 1Y | -87.0% | +13.5% | -100.5% | -87.2% |
| 3Y | -91.3% | +77.7% | -169.0% | -91.4% |
| All | -90.8% | +99.7% | -190.5% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling