+58.8%
AMR vs SPY
+19.4%
+39.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -4.1% | +0.5% | -4.7% | -4.6% |
| 30D | +47.2% | -0.9% | +48.2% | +48.0% |
| 3M | +10.7% | +3.9% | +6.8% | +7.7% |
| 6M | +32.7% | +14.5% | +18.2% | +23.7% |
| YTD | +11.9% | +12.9% | -1.0% | +6.2% |
| 1Y | +58.8% | +19.4% | +39.5% | +42.3% |
| All | +58.8% | +19.4% | +39.4% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling