+151.5%
AMLP vs SPY
+82.0%
+69.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +4.4% | +0.1% | +4.4% | +4.4% |
| 3M | +6.6% | +2.0% | +4.6% | +5.3% |
| 6M | +10.0% | +13.0% | -3.0% | +2.3% |
| YTD | +25.6% | +13.5% | +12.0% | +16.3% |
| 1Y | +25.3% | +20.0% | +5.3% | +12.1% |
| 3Y | +69.9% | +77.2% | -7.3% | +18.3% |
| All | +151.5% | +82.0% | +69.4% | +69.3% |
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