-4.5%
AMH vs SPY
+67.4%
-71.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | +3.9% | -2.7% | +6.6% | +5.5% |
| 30D | +9.4% | -5.4% | +14.8% | +12.9% |
| 3M | -4.0% | -4.1% | +0.1% | -1.8% |
| 6M | +3.3% | +0.7% | +2.6% | +2.1% |
| YTD | +5.6% | +8.7% | -3.1% | -1.0% |
| 1Y | +8.3% | +10.9% | -2.6% | +0.1% |
| 3Y | +3.6% | +75.0% | -71.4% | -33.8% |
| All | -4.5% | +67.4% | -71.9% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling