+56.2%
AMN vs SPY
+962.3%
-906.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.1% |
| 6M | +55.2% | +13.0% | +42.2% | +38.2% |
| YTD | +114.5% | +13.5% | +100.9% | +90.3% |
| 1Y | +67.1% | +20.0% | +47.1% | +41.0% |
| 3Y | -61.4% | +77.2% | -138.6% | -77.6% |
| 5Y | -71.0% | +81.9% | -152.9% | -83.9% |
| 10Y | -6.8% | +314.1% | -320.8% | -77.8% |
| All | +56.2% | +962.3% | -906.1% | -83.8% |
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