-89.1%
AMCI vs SPY
+94.7%
-183.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -47.1% | -2.7% | -44.4% | -45.6% |
| 30D | -62.2% | -5.4% | -56.8% | -60.4% |
| 3M | -76.1% | -4.1% | -72.0% | -75.1% |
| 6M | -82.6% | +0.7% | -83.3% | -82.2% |
| YTD | -86.1% | +8.7% | -94.8% | -86.0% |
| 1Y | -86.0% | +10.9% | -96.9% | -85.9% |
| 3Y | -89.7% | +75.0% | -164.6% | -89.7% |
| All | -89.1% | +94.7% | -183.8% | -89.3% |
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