+63.3%
AMLX vs SPY
+80.4%
-17.1%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -1.8% | +0.1% | -2.0% | -2.0% |
| 30D | +56.1% | +0.1% | +56.0% | +55.1% |
| 3M | +138.3% | +2.0% | +136.3% | +131.4% |
| 6M | +126.6% | +13.0% | +113.6% | +92.8% |
| YTD | +182.3% | +13.5% | +168.7% | +137.9% |
| 1Y | +242.7% | +20.0% | +222.7% | +167.4% |
| All | +63.3% | +80.4% | -17.1% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling