+102.0%
AMLP vs SPY
+313.4%
-211.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +4.4% | +0.1% | +4.4% | +4.3% |
| 3M | +6.6% | +2.0% | +4.6% | +4.5% |
| 6M | +10.0% | +13.0% | -3.0% | -1.4% |
| YTD | +25.6% | +13.5% | +12.0% | +11.9% |
| 1Y | +25.3% | +20.0% | +5.3% | +6.3% |
| 3Y | +69.9% | +77.2% | -7.3% | +0.3% |
| 5Y | +148.4% | +81.9% | +66.5% | +40.6% |
| All | +102.0% | +313.4% | -211.4% | -43.1% |
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 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