+132.4%
AMLP vs SPY
+872.8%
-740.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -4.0% |
| 7D | -3.9% | -0.7% | -3.2% | -3.5% |
| 30D | -3.4% | -1.0% | -2.4% | -2.8% |
| 3M | -5.2% | -0.3% | -4.9% | -5.2% |
| 6M | -1.4% | +7.3% | -8.8% | -7.2% |
| YTD | +15.3% | +13.3% | +2.0% | +3.7% |
| 1Y | +19.0% | +14.8% | +4.2% | +5.8% |
| 3Y | +48.7% | +82.9% | -34.2% | -9.7% |
| 5Y | +116.7% | +75.6% | +41.1% | +34.1% |
| 10Y | +98.6% | +330.5% | -231.9% | -34.1% |
| All | +132.4% | +872.8% | -740.4% | -43.4% |
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