-1.3%
AMPX vs SPY
+104.7%
-106.0%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.5% | -4.2% |
| 7D | +3.7% | -0.4% | +4.0% | +4.3% |
| 30D | -16.4% | -1.4% | -15.1% | -14.1% |
| 3M | -43.3% | +3.7% | -47.0% | -45.9% |
| 6M | -44.3% | +13.0% | -57.3% | -53.2% |
| YTD | +25.1% | +12.4% | +12.7% | +6.5% |
| 1Y | +26.2% | +18.5% | +7.7% | +1.2% |
| 3Y | +183.6% | +77.6% | +106.0% | +63.7% |
| All | -1.3% | +104.7% | -106.0% | -47.3% |
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