+67.7%
AMP vs SPY
+75.5%
-7.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | -2.0% | -2.0% | -0.1% | 0.0% |
| 30D | -1.7% | -1.7% | 0.0% | 0.0% |
| 3M | +23.2% | +4.7% | +18.5% | +17.2% |
| 6M | +22.2% | +12.5% | +9.7% | +7.3% |
| YTD | +14.0% | +11.7% | +2.3% | +1.1% |
| 1Y | +14.0% | +17.5% | -3.5% | -4.3% |
| All | +67.7% | +75.5% | -7.8% | -7.0% |
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 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