-32.1%
AMR vs SPY
+75.1%
-107.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.0% |
| 7D | -7.1% | -2.7% | -4.4% | -4.8% |
| 30D | -13.1% | -5.4% | -7.7% | -9.0% |
| 3M | -2.8% | -4.1% | +1.3% | +0.7% |
| 6M | -25.0% | +0.7% | -25.7% | -25.3% |
| YTD | -26.0% | +8.7% | -34.7% | -30.8% |
| 1Y | -13.6% | +10.9% | -24.4% | -20.6% |
| 3Y | -32.1% | +75.0% | -107.1% | -59.3% |
| All | -32.1% | +75.1% | -107.2% | -59.3% |
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