+40.2%
AMN vs SPY
+315.0%
-274.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +2.4% |
| 7D | -17.6% | +0.1% | -17.7% | -17.7% |
| 30D | +3.3% | -3.3% | +6.6% | +5.6% |
| 3M | +4.7% | -2.4% | +7.2% | +6.4% |
| 6M | +30.2% | +2.6% | +27.6% | +27.1% |
| YTD | +139.3% | +11.2% | +128.0% | +120.0% |
| 1Y | +111.0% | +13.4% | +97.6% | +91.1% |
| 3Y | -37.7% | +79.9% | -117.6% | -60.1% |
| 5Y | -64.1% | +72.2% | -136.2% | -76.4% |
| 10Y | +40.2% | +307.3% | -267.1% | -56.6% |
| All | +40.2% | +315.0% | -274.8% | -56.6% |
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