+87.5%
AMLX vs SPY
+74.0%
+13.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | 0.0% |
| 7D | +0.2% | +0.5% | -0.3% | -0.4% |
| 30D | +48.5% | -0.9% | +49.4% | +49.5% |
| 3M | +160.4% | +3.9% | +156.5% | +147.9% |
| 6M | +144.6% | +14.5% | +130.1% | +108.8% |
| YTD | +180.5% | +12.9% | +167.5% | +142.7% |
| 1Y | +224.5% | +19.4% | +205.2% | +162.6% |
| 3Y | +65.1% | +78.5% | -13.3% | -10.4% |
| All | +87.5% | +74.0% | +13.5% | +20.0% |
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 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