+79.3%
AMLX vs SPY
+73.2%
+6.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.5% | -3.9% | -3.8% |
| 7D | -6.1% | -0.4% | -5.7% | -5.7% |
| 30D | +42.9% | -1.4% | +44.3% | +44.7% |
| 3M | +139.1% | +3.7% | +135.4% | +128.1% |
| 6M | +126.4% | +13.0% | +113.4% | +96.2% |
| YTD | +168.2% | +12.4% | +155.8% | +133.4% |
| 1Y | +208.3% | +18.5% | +189.7% | +151.6% |
| 3Y | +57.9% | +77.6% | -19.7% | -13.8% |
| All | +79.3% | +73.2% | +6.1% | +15.4% |
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 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