-7.0%
AMN vs SPY
+311.3%
-318.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.1% |
| 30D | -6.3% | -0.9% | -5.4% | -5.6% |
| 3M | +8.7% | +3.9% | +4.8% | +5.4% |
| 6M | +58.6% | +14.5% | +44.1% | +42.9% |
| YTD | +114.0% | +12.9% | +101.1% | +95.1% |
| 1Y | +60.3% | +19.4% | +41.0% | +40.3% |
| 3Y | -61.1% | +78.5% | -139.5% | -74.9% |
| 5Y | -70.4% | +81.8% | -152.2% | -81.4% |
| 10Y | -7.0% | +311.5% | -318.5% | -70.7% |
| All | -7.0% | +311.3% | -318.3% | -70.7% |
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