+1,652.3%
AMR vs SPY
+111.9%
+1,540.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -4.1% | +0.5% | -4.7% | -4.7% |
| 30D | +47.2% | -0.9% | +48.2% | +48.3% |
| 3M | +10.7% | +3.9% | +6.8% | +6.8% |
| 6M | +32.7% | +14.5% | +18.2% | +17.3% |
| YTD | +11.9% | +12.9% | -1.0% | +0.2% |
| 1Y | +58.8% | +19.4% | +39.5% | +35.8% |
| 3Y | +3.0% | +78.5% | -75.4% | -38.6% |
| 5Y | +393.5% | +81.8% | +311.7% | +187.4% |
| All | +1,652.3% | +111.9% | +1,540.4% | +776.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling