-83.5%
AMCX vs SPY
+304.1%
-387.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -2.9% |
| 7D | +6.7% | -0.6% | +7.3% | +7.3% |
| 30D | -20.4% | -3.7% | -16.7% | -17.5% |
| 3M | -27.3% | -2.7% | -24.6% | -25.5% |
| 6M | -2.2% | +2.2% | -4.3% | -4.8% |
| YTD | -9.6% | +10.8% | -20.4% | -19.0% |
| 1Y | +6.4% | +11.2% | -4.8% | -5.0% |
| 3Y | -38.3% | +76.5% | -114.8% | -65.8% |
| 5Y | -81.8% | +72.9% | -154.7% | -89.5% |
| 10Y | -83.5% | +304.8% | -388.3% | -95.2% |
| All | -83.5% | +304.1% | -387.6% | -95.2% |
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