+13,381.6%
AME vs SPY
+3,015.5%
+10,366.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | -4.1% | -0.6% | -3.5% | -3.6% |
| 30D | -4.1% | -3.7% | -0.5% | -0.8% |
| 3M | -5.6% | -2.7% | -2.9% | -3.2% |
| 6M | +2.8% | +2.2% | +0.7% | +1.1% |
| YTD | +16.6% | +10.8% | +5.8% | +6.7% |
| 1Y | +21.1% | +11.2% | +9.9% | +10.5% |
| 3Y | +61.1% | +76.5% | -15.4% | -3.2% |
| 5Y | +76.6% | +72.9% | +3.6% | +7.4% |
| 10Y | +431.3% | +304.8% | +126.5% | +59.6% |
| All | +13,381.6% | +3,015.5% | +10,366.1% | +1,090.1% |
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