+164.9%
AMPH vs SPY
+384.8%
-219.9%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.5% |
| 7D | +5.3% | +0.1% | +5.2% | +5.2% |
| 30D | +14.5% | +0.1% | +14.5% | +14.5% |
| 3M | +24.0% | +2.0% | +22.0% | +21.4% |
| 6M | +16.1% | +13.0% | +3.1% | +5.1% |
| YTD | -13.4% | +13.5% | -27.0% | -21.8% |
| 1Y | -20.6% | +20.0% | -40.6% | -31.1% |
| 3Y | -57.5% | +77.2% | -134.7% | -72.8% |
| 5Y | +20.3% | +81.9% | -61.6% | -25.8% |
| 10Y | +24.9% | +314.1% | -289.2% | -64.6% |
| All | +164.9% | +384.8% | -219.9% | -34.0% |
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 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