+158.9%
AMG vs SPY
+313.2%
-154.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | +10.6% | +2.0% | +8.6% | +7.5% |
| 6M | +22.1% | +13.0% | +9.1% | +4.0% |
| YTD | +28.4% | +13.5% | +14.9% | +8.5% |
| 1Y | +58.9% | +20.0% | +38.9% | +25.0% |
| 3Y | +172.7% | +77.2% | +95.6% | +27.6% |
| 5Y | +122.3% | +81.9% | +40.5% | +2.2% |
| All | +158.9% | +313.2% | -154.3% | -60.1% |
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 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