-96.0%
AMPY vs SPY
+602.1%
-698.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +2.5% |
| 7D | +1.2% | -2.0% | +3.2% | +7.0% |
| 30D | +10.0% | -1.7% | +11.6% | +14.9% |
| 3M | +8.5% | +4.7% | +3.8% | -7.6% |
| 6M | -2.9% | +12.5% | -15.4% | -36.7% |
| YTD | +8.5% | +11.7% | -3.2% | -28.2% |
| 1Y | +24.9% | +17.5% | +7.5% | -29.9% |
| 3Y | -30.6% | +76.6% | -107.2% | -91.0% |
| 5Y | +37.0% | +82.0% | -45.0% | -87.2% |
| 10Y | +2,876.8% | +317.1% | +2,559.7% | -99.5% |
| All | -96.0% | +602.1% | -698.1% | -100.0% |
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