-77.2%
AMCX vs SPY
+311.3%
-388.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -2.3% | +0.5% | -2.8% | -2.8% |
| 30D | +1.9% | -0.9% | +2.8% | +2.8% |
| 3M | +24.8% | +3.9% | +20.9% | +19.7% |
| 6M | +45.5% | +14.5% | +31.0% | +26.8% |
| YTD | +26.9% | +12.9% | +14.0% | +12.0% |
| 1Y | +52.7% | +19.4% | +33.4% | +27.6% |
| 3Y | +14.8% | +78.5% | -63.6% | -36.3% |
| 5Y | -72.7% | +81.8% | -154.4% | -84.9% |
| 10Y | -77.2% | +311.5% | -388.8% | -93.4% |
| All | -77.2% | +311.3% | -388.6% | -93.4% |
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