-45.2%
AMPH vs SPY
+78.1%
-123.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.0% |
| 7D | +3.1% | +2.6% | +0.5% | +1.4% |
| 30D | +12.6% | -2.0% | +14.6% | +13.9% |
| 3M | +45.5% | -2.8% | +48.3% | +48.0% |
| 6M | +60.3% | +2.1% | +58.2% | +56.7% |
| YTD | +9.7% | +11.5% | -1.8% | +0.2% |
| 1Y | +11.4% | +13.5% | -2.1% | +0.5% |
| 3Y | -45.2% | +77.7% | -122.9% | -67.5% |
| All | -45.2% | +78.1% | -123.2% | -67.5% |
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