-91.6%
AMCI vs SPY
+79.4%
-171.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.2% | +1.3% | -11.5% | -11.2% |
| 7D | -43.9% | -0.9% | -43.0% | -42.8% |
| 30D | -65.3% | -2.4% | -62.9% | -64.3% |
| 3M | -80.0% | -1.2% | -78.8% | -79.5% |
| 6M | -83.8% | +3.3% | -87.1% | -83.7% |
| YTD | -88.8% | +12.3% | -101.1% | -89.0% |
| 1Y | -88.1% | +12.4% | -100.6% | -88.4% |
| All | -91.6% | +79.4% | -171.0% | -91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling