-61.7%
AMPG vs SPY
+117.9%
-179.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -0.9% |
| 7D | +0.3% | +0.1% | +0.2% | +0.2% |
| 30D | -37.4% | +0.1% | -37.4% | -37.2% |
| 3M | -42.7% | +2.0% | -44.7% | -43.9% |
| 6M | +21.7% | +13.0% | +8.6% | +4.6% |
| YTD | +12.7% | +13.5% | -0.8% | -3.1% |
| 1Y | -20.9% | +20.0% | -40.9% | -35.9% |
| 3Y | +77.4% | +77.2% | +0.2% | -6.6% |
| 5Y | -11.8% | +81.9% | -93.7% | -53.7% |
| All | -61.7% | +117.9% | -179.6% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling