+67.8%
AMJB vs SPY
+62.7%
+5.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | +6.3% | +0.1% | +6.3% | +6.3% |
| 3M | +8.7% | +2.0% | +6.7% | +7.6% |
| 6M | +13.4% | +13.0% | +0.4% | +6.4% |
| YTD | +32.8% | +13.5% | +19.2% | +24.1% |
| 1Y | +33.4% | +20.0% | +13.4% | +20.4% |
| All | +67.8% | +62.7% | +5.2% | +30.0% |
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