-31.5%
AMR vs SPY
+78.7%
-110.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.7% |
| 7D | +8.5% | +3.3% | +5.2% | +5.7% |
| 30D | -15.5% | -2.7% | -12.8% | -13.5% |
| 3M | -2.6% | -1.7% | -0.8% | -1.1% |
| 6M | -17.3% | +3.1% | -20.4% | -19.2% |
| YTD | -22.2% | +11.9% | -34.1% | -29.0% |
| 1Y | -8.5% | +12.0% | -20.5% | -16.5% |
| All | -31.5% | +78.7% | -110.3% | -60.3% |
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 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