+2,064.8%
AMG vs SPY
+1,207.6%
+857.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 6M | +22.1% | +13.0% | +9.1% | +2.8% |
| YTD | +28.4% | +13.5% | +14.9% | +7.1% |
| 1Y | +58.9% | +20.0% | +38.9% | +22.9% |
| 3Y | +172.7% | +77.2% | +95.6% | +21.5% |
| 5Y | +122.3% | +81.9% | +40.5% | -3.0% |
| 10Y | +172.3% | +314.1% | -141.8% | -61.6% |
| All | +2,064.8% | +1,207.6% | +857.2% | +1.1% |
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