+75.9%
AMH vs SPY
+311.3%
-235.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -3.4% | +0.5% | -3.9% | -3.7% |
| 30D | -6.7% | -0.9% | -5.8% | -6.1% |
| 3M | -0.4% | +3.9% | -4.3% | -3.4% |
| 6M | +10.4% | +14.5% | -4.1% | -0.4% |
| YTD | +2.8% | +12.9% | -10.1% | -6.4% |
| 1Y | -3.1% | +19.4% | -22.5% | -15.6% |
| 3Y | -1.1% | +78.5% | -79.6% | -37.6% |
| 5Y | -11.6% | +81.8% | -93.4% | -45.5% |
| 10Y | +75.9% | +311.5% | -235.7% | -38.7% |
| All | +75.9% | +311.3% | -235.5% | -38.7% |
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