-59.5%
AMPG vs SPY
+116.7%
-176.2%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +6.6% |
| 7D | +10.0% | +0.5% | +9.5% | +9.2% |
| 30D | -38.5% | -0.9% | -37.6% | -37.5% |
| 3M | -45.7% | +3.9% | -49.6% | -48.5% |
| 6M | +40.4% | +14.5% | +25.8% | +18.5% |
| YTD | +19.2% | +12.9% | +6.3% | +3.3% |
| 1Y | -6.4% | +19.4% | -25.8% | -23.7% |
| 3Y | +81.9% | +78.5% | +3.4% | -4.9% |
| 5Y | -2.9% | +81.8% | -84.6% | -48.9% |
| All | -59.5% | +116.7% | -176.2% | -80.4% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling