-73.0%
AMCX vs SPY
+684.4%
-757.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +1.3% | +10.1% | +10.1% |
| 7D | +13.4% | -0.9% | +14.3% | +14.4% |
| 30D | -12.0% | -2.4% | -9.7% | -10.0% |
| 3M | -18.7% | -1.2% | -17.5% | -17.8% |
| 6M | +17.1% | +3.3% | +13.8% | +12.9% |
| YTD | +0.7% | +12.3% | -11.6% | -10.7% |
| 1Y | +22.9% | +12.4% | +10.5% | +8.8% |
| 3Y | -31.3% | +78.8% | -110.1% | -61.9% |
| 5Y | -79.6% | +75.2% | -154.8% | -88.2% |
| 10Y | -81.9% | +311.1% | -393.1% | -95.3% |
| All | -73.0% | +684.4% | -757.4% | -96.2% |
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 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