+569.3%
AMP vs SPY
+322.5%
+246.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | -0.5% |
| 7D | -0.5% | -0.8% | +0.2% | +0.6% |
| 30D | -1.3% | -1.1% | -0.3% | +0.2% |
| 3M | +24.2% | +3.9% | +20.3% | +17.2% |
| 6M | +24.6% | +13.6% | +11.0% | +2.5% |
| YTD | +14.8% | +12.7% | +2.2% | -4.3% |
| 1Y | +12.8% | +17.5% | -4.7% | -11.8% |
| 3Y | +69.0% | +76.9% | -7.9% | -29.9% |
| 5Y | +124.9% | +83.6% | +41.3% | -11.7% |
| All | +569.3% | +322.5% | +246.9% | -32.3% |
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