+53.8%
AMPL vs SPY
+74.5%
-20.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -0.1% |
| 7D | -5.8% | -4.7% | -1.1% | +0.9% |
| 30D | +8.9% | -5.9% | +14.8% | +18.8% |
| 3M | +60.8% | -4.5% | +65.4% | +72.0% |
| 6M | +102.5% | +1.8% | +100.7% | +96.9% |
| YTD | +39.0% | +8.3% | +30.7% | +23.7% |
| 1Y | +67.0% | +9.3% | +57.7% | +46.4% |
| All | +53.8% | +74.5% | -20.8% | -37.8% |
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