-76.2%
AMPL vs SPY
+86.8%
-163.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.5% | -3.2% |
| 7D | -9.0% | +0.1% | -9.1% | -9.1% |
| 30D | +30.1% | +0.1% | +30.0% | +30.2% |
| 3M | +68.0% | +2.0% | +66.0% | +61.8% |
| 6M | +68.7% | +13.0% | +55.6% | +35.0% |
| YTD | +12.4% | +13.5% | -1.1% | -10.4% |
| 1Y | +19.6% | +20.0% | -0.4% | -13.9% |
| 3Y | +7.6% | +77.2% | -69.6% | -62.6% |
| All | -76.2% | +86.8% | -163.1% | -89.8% |
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 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