-90.6%
AMCI vs SPY
+100.5%
-191.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.4% | +7.2% | +7.1% |
| 7D | -13.6% | +3.3% | -16.9% | -15.6% |
| 30D | -63.3% | -2.7% | -60.6% | -62.4% |
| 3M | -79.4% | -1.7% | -77.6% | -78.9% |
| 6M | -81.7% | +3.1% | -84.7% | -81.5% |
| YTD | -88.0% | +11.9% | -99.9% | -88.2% |
| 1Y | -87.7% | +12.0% | -99.7% | -87.9% |
| 3Y | -91.1% | +78.2% | -169.2% | -91.3% |
| All | -90.6% | +100.5% | -191.1% | -90.9% |
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