-68.6%
AMPL vs SPY
+86.5%
-155.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | -0.8% |
| 7D | -1.4% | -0.7% | -0.7% | -0.3% |
| 30D | +15.5% | -1.0% | +16.6% | +17.6% |
| 3M | +74.0% | -0.3% | +74.3% | +75.0% |
| 6M | +113.8% | +7.3% | +106.5% | +87.9% |
| YTD | +48.4% | +13.3% | +35.1% | +18.5% |
| 1Y | +81.3% | +14.8% | +66.5% | +41.2% |
| 3Y | +59.9% | +82.9% | -23.0% | -47.9% |
| 5Y | -79.1% | +75.6% | -154.7% | -90.5% |
| All | -68.6% | +86.5% | -155.1% | -86.5% |
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 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