-69.5%
AMPL vs SPY
+78.8%
-148.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.2% |
| 7D | -2.2% | -2.7% | +0.5% | +2.5% |
| 30D | +13.1% | -5.4% | +18.5% | +24.5% |
| 3M | +55.1% | -4.1% | +59.2% | +66.7% |
| 6M | +122.1% | +0.7% | +121.4% | +118.6% |
| YTD | +44.2% | +8.7% | +35.5% | +23.8% |
| 1Y | +68.5% | +10.9% | +57.6% | +39.4% |
| 3Y | +59.5% | +75.0% | -15.5% | -43.8% |
| 5Y | -80.0% | +67.8% | -147.8% | -90.2% |
| All | -69.5% | +78.8% | -148.3% | -85.9% |
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