+82.0%
AMPG vs SPY
+76.5%
+5.5%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.7% |
| 7D | +3.6% | -0.4% | +4.0% | +4.3% |
| 30D | -39.5% | -1.4% | -38.2% | -37.9% |
| 3M | -49.7% | +3.7% | -53.4% | -52.7% |
| 6M | +33.9% | +13.0% | +20.9% | +10.6% |
| YTD | +15.1% | +12.4% | +2.7% | -3.3% |
| 1Y | -15.9% | +18.5% | -34.4% | -33.9% |
| All | +82.0% | +76.5% | +5.5% | +9.2% |
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