+44.5%
AMJB vs SPY
+55.2%
-10.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.1% |
| 7D | -8.6% | -4.7% | -3.8% | -6.7% |
| 30D | -7.6% | -5.9% | -1.6% | -5.2% |
| 3M | -8.5% | -4.5% | -3.9% | -6.7% |
| 6M | -6.2% | +1.8% | -8.0% | -7.5% |
| YTD | +14.3% | +8.3% | +5.9% | +8.9% |
| 1Y | +17.5% | +9.3% | +8.2% | +11.4% |
| All | +44.5% | +55.2% | -10.7% | +14.1% |
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