-76.4%
AMCX vs SPY
+659.1%
-735.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.8% |
| 7D | +6.3% | -2.7% | +9.0% | +9.0% |
| 30D | -21.9% | -5.4% | -16.5% | -17.8% |
| 3M | -29.3% | -4.1% | -25.2% | -26.6% |
| 6M | -0.9% | +0.7% | -1.7% | -2.3% |
| YTD | -11.9% | +8.7% | -20.5% | -19.5% |
| 1Y | +15.7% | +10.9% | +4.8% | +3.7% |
| 3Y | -42.8% | +75.0% | -117.8% | -67.7% |
| 5Y | -82.9% | +67.8% | -150.7% | -89.8% |
| 10Y | -84.0% | +312.9% | -396.8% | -95.9% |
| All | -76.4% | +659.1% | -735.4% | -96.6% |
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