+111.9%
AMLP vs SPY
+67.0%
+44.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +0.1% |
| 7D | -7.1% | -4.7% | -2.4% | -4.8% |
| 30D | -6.4% | -5.9% | -0.5% | -3.5% |
| 3M | -6.2% | -4.5% | -1.7% | -4.1% |
| 6M | -3.6% | +1.8% | -5.4% | -5.1% |
| YTD | +12.7% | +8.3% | +4.4% | +6.9% |
| 1Y | +15.3% | +9.3% | +6.0% | +8.6% |
| 3Y | +45.4% | +74.9% | -29.4% | +1.6% |
| 5Y | +111.9% | +67.3% | +44.7% | +49.9% |
| All | +111.9% | +67.0% | +44.9% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling