-74.4%
AMPG vs SPY
+114.0%
-188.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.7% |
| 7D | -2.4% | +2.6% | -5.0% | -5.8% |
| 30D | -13.8% | -2.0% | -11.8% | -10.5% |
| 3M | -62.4% | -2.8% | -59.7% | -60.4% |
| 6M | -9.3% | +2.1% | -11.4% | -10.6% |
| YTD | -24.7% | +11.5% | -36.2% | -33.0% |
| 1Y | -15.4% | +13.5% | -28.9% | -26.2% |
| 3Y | +31.6% | +77.7% | -46.1% | -29.9% |
| 5Y | -47.7% | +72.6% | -120.3% | -70.8% |
| All | -74.4% | +114.0% | -188.4% | -87.3% |
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