-90.2%
AMCI vs SPY
+98.6%
-188.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.3% | -5.5% |
| 7D | -49.4% | -0.6% | -48.8% | -48.6% |
| 30D | -64.4% | -3.7% | -60.7% | -63.2% |
| 3M | -77.9% | -2.7% | -75.2% | -77.2% |
| 6M | -83.4% | +2.2% | -85.6% | -83.2% |
| YTD | -87.5% | +10.8% | -98.3% | -87.6% |
| 1Y | -86.1% | +11.2% | -97.3% | -86.2% |
| 3Y | -90.7% | +76.5% | -167.2% | -90.9% |
| All | -90.2% | +98.6% | -188.8% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling