-60.7%
AMPG vs SPY
+116.3%
-177.0%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.9% |
| 7D | +2.7% | -0.8% | +3.4% | +3.7% |
| 30D | -46.0% | -1.1% | -45.0% | -45.0% |
| 3M | -60.1% | +3.9% | -64.0% | -62.1% |
| 6M | +32.6% | +13.6% | +19.0% | +13.2% |
| YTD | +15.7% | +12.7% | +3.0% | +0.6% |
| 1Y | -9.4% | +17.5% | -26.9% | -24.6% |
| 3Y | +83.1% | +76.9% | +6.2% | -3.3% |
| 5Y | -3.6% | +83.6% | -87.2% | -49.6% |
| All | -60.7% | +116.3% | -177.0% | -80.9% |
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