-30.7%
AMPY vs SPY
+77.0%
-107.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -1.2% |
| 7D | +0.6% | -0.8% | +1.4% | +1.1% |
| 30D | +12.3% | -1.1% | +13.4% | +13.1% |
| 3M | +12.6% | +3.9% | +8.7% | +9.3% |
| 6M | -11.5% | +13.6% | -25.1% | -20.5% |
| YTD | +7.9% | +12.7% | -4.8% | -2.3% |
| 1Y | +23.9% | +17.5% | +6.4% | +7.7% |
| 3Y | -30.7% | +76.9% | -107.6% | -52.9% |
| All | -30.7% | +77.0% | -107.6% | -52.9% |
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 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