+1,115.1%
AMR vs SPY
+108.8%
+1,006.4%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +2.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.7% |
| 30D | -14.6% | -3.3% | -11.2% | -11.9% |
| 3M | +2.1% | -2.4% | +4.5% | +4.4% |
| 6M | -15.7% | +2.6% | -18.3% | -17.5% |
| YTD | -22.4% | +11.2% | -33.6% | -29.5% |
| 1Y | -8.4% | +13.4% | -21.8% | -18.1% |
| 3Y | -29.2% | +79.9% | -109.1% | -58.1% |
| 5Y | +195.9% | +72.2% | +123.7% | +83.9% |
| All | +1,115.1% | +108.8% | +1,006.4% | +517.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling