+40.7%
AMPH vs SPY
+308.5%
-267.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +4.4% | +3.3% | +1.1% | +2.0% |
| 30D | +10.8% | -2.7% | +13.5% | +12.9% |
| 3M | +44.5% | -1.7% | +46.2% | +46.1% |
| 6M | +65.0% | +3.1% | +61.9% | +60.2% |
| YTD | +7.8% | +11.9% | -4.1% | -1.3% |
| 1Y | +3.7% | +12.0% | -8.2% | -5.0% |
| 3Y | -45.1% | +78.2% | -123.2% | -64.2% |
| 5Y | +35.5% | +73.2% | -37.7% | -10.7% |
| All | +40.7% | +308.5% | -267.8% | -52.0% |
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