+1,058.6%
AMR vs SPY
+103.9%
+954.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.0% |
| 7D | -7.1% | -2.7% | -4.4% | -4.7% |
| 30D | -13.1% | -5.4% | -7.7% | -8.7% |
| 3M | -2.8% | -4.1% | +1.3% | +0.9% |
| 6M | -25.0% | +0.7% | -25.7% | -25.4% |
| YTD | -26.0% | +8.7% | -34.7% | -31.4% |
| 1Y | -13.6% | +10.9% | -24.4% | -21.3% |
| 3Y | -32.1% | +75.0% | -107.1% | -58.8% |
| 5Y | +155.4% | +67.8% | +87.6% | +62.4% |
| All | +1,058.6% | +103.9% | +954.7% | +500.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling