+67.2%
AMN vs SPY
+916.7%
-849.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | +0.3% | -24.0% | -24.0% |
| 7D | -23.2% | -2.7% | -20.5% | -21.3% |
| 30D | -0.9% | -5.4% | +4.5% | +3.9% |
| 3M | +17.5% | -4.1% | +21.6% | +21.8% |
| 6M | +72.6% | +0.7% | +71.9% | +70.6% |
| YTD | +129.6% | +8.7% | +121.0% | +111.3% |
| 1Y | +96.4% | +10.9% | +85.5% | +77.2% |
| 3Y | -44.6% | +75.0% | -119.6% | -67.6% |
| 5Y | -63.0% | +67.8% | -130.8% | -77.8% |
| 10Y | +22.1% | +312.9% | -290.8% | -71.2% |
| All | +67.2% | +916.7% | -849.5% | -82.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling