-88.7%
AMKL vs SPY
+4.8%
-93.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.4% | +11.0% | -2.8% |
| 7D | -13.8% | +0.1% | -13.8% | -11.9% |
| 30D | -54.5% | -3.3% | -51.2% | -37.8% |
| 3M | -68.0% | -2.4% | -65.6% | -58.6% |
| 6M | -88.5% | +2.6% | -91.1% | -88.4% |
| All | -88.7% | +4.8% | -93.5% | -89.7% |
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