-60.6%
AMN vs SPY
+80.4%
-141.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +3.0% | +0.1% | +3.0% | +3.1% |
| 3M | +10.4% | +2.0% | +8.4% | +8.5% |
| 6M | +55.2% | +13.0% | +42.2% | +40.8% |
| YTD | +114.5% | +13.5% | +100.9% | +94.1% |
| 1Y | +67.1% | +20.0% | +47.1% | +45.0% |
| All | -60.6% | +80.4% | -141.0% | -71.9% |
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