-86.8%
AMKL vs SPY
+5.8%
-92.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.7% | +1.3% | +20.4% | +12.5% |
| 7D | +8.8% | -0.9% | +9.7% | +23.6% |
| 30D | -44.2% | -2.4% | -41.9% | -28.0% |
| 3M | -61.0% | -1.2% | -59.9% | -53.3% |
| 6M | -86.6% | +3.3% | -89.9% | -86.9% |
| All | -86.8% | +5.8% | -92.6% | -88.6% |
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