-83.0%
AMCX vs SPY
+308.5%
-391.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.4% |
| 7D | +10.7% | +3.3% | +7.4% | +7.5% |
| 30D | -14.1% | -2.7% | -11.4% | -11.8% |
| 3M | -20.6% | -1.7% | -18.8% | -19.3% |
| 6M | +15.5% | +3.1% | +12.4% | +11.5% |
| YTD | -2.0% | +11.9% | -13.9% | -12.9% |
| 1Y | +13.5% | +12.0% | +1.5% | +0.8% |
| 3Y | -33.1% | +78.2% | -111.3% | -63.2% |
| 5Y | -80.0% | +73.2% | -153.3% | -88.5% |
| All | -83.0% | +308.5% | -391.5% | -95.3% |
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 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