+163.8%
AMH vs SPY
+453.5%
-289.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.1% | -1.4% |
| 7D | +3.2% | +0.1% | +3.1% | +2.9% |
| 30D | +6.6% | -3.3% | +10.0% | +8.8% |
| 3M | -4.0% | -2.4% | -1.6% | -2.7% |
| 6M | +4.8% | +2.6% | +2.3% | +2.3% |
| YTD | +5.8% | +11.2% | -5.4% | -2.7% |
| 1Y | +7.2% | +13.4% | -6.2% | -2.9% |
| 3Y | +5.6% | +79.9% | -74.3% | -32.9% |
| 5Y | -5.7% | +72.2% | -77.9% | -38.5% |
| 10Y | +91.5% | +307.3% | -215.8% | -31.0% |
| All | +163.8% | +453.5% | -289.7% | -19.4% |
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