+356.6%
AMRC vs SPY
+313.2%
+43.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | -9.8% | +0.1% | -9.8% | -9.6% |
| 3M | -29.3% | +2.0% | -31.3% | -30.0% |
| 6M | -17.8% | +13.0% | -30.8% | -29.3% |
| YTD | -21.0% | +13.5% | -34.5% | -31.9% |
| 1Y | -11.0% | +20.0% | -30.9% | -28.6% |
| 3Y | -47.5% | +77.2% | -124.7% | -75.1% |
| 5Y | -67.9% | +81.9% | -149.8% | -84.6% |
| All | +356.6% | +313.2% | +43.4% | -13.5% |
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