-68.4%
AMPL vs SPY
+83.4%
-151.8%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.7% |
| 7D | +3.8% | +2.6% | +1.2% | -0.6% |
| 30D | +13.4% | -2.0% | +15.4% | +17.5% |
| 3M | +30.4% | -2.8% | +33.2% | +36.9% |
| 6M | +190.0% | +2.1% | +187.8% | +178.3% |
| YTD | +49.7% | +11.5% | +38.3% | +23.0% |
| 1Y | +60.1% | +13.5% | +46.6% | +27.2% |
| 3Y | +69.2% | +77.7% | -8.5% | -41.8% |
| 5Y | -76.5% | +72.6% | -149.1% | -89.0% |
| All | -68.4% | +83.4% | -151.8% | -86.0% |
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