+65.2%
AMLX vs SPY
+72.4%
-7.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.4% | -5.7% | -5.7% |
| 7D | +8.1% | +3.3% | +4.8% | +4.2% |
| 30D | +11.2% | -2.7% | +13.9% | +14.9% |
| 3M | +27.9% | -1.7% | +29.6% | +30.2% |
| 6M | +106.8% | +3.1% | +103.7% | +99.4% |
| YTD | +147.2% | +11.9% | +135.3% | +116.6% |
| 1Y | +142.2% | +12.0% | +130.2% | +112.0% |
| 3Y | +139.3% | +78.2% | +61.1% | +29.9% |
| All | +65.2% | +72.4% | -7.1% | +7.0% |
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