+319.6%
AMRC vs SPY
+315.0%
+4.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.4% | +1.5% | +0.3% |
| 7D | +7.1% | +0.1% | +7.0% | +7.3% |
| 30D | +5.3% | -3.3% | +8.6% | +11.2% |
| 3M | -12.5% | -2.4% | -10.1% | -8.3% |
| 6M | -25.1% | +2.6% | -27.6% | -25.5% |
| YTD | -23.4% | +11.2% | -34.6% | -31.5% |
| 1Y | -36.3% | +13.4% | -49.7% | -44.5% |
| 3Y | -1.2% | +79.9% | -81.1% | -53.9% |
| 5Y | -75.6% | +72.2% | -147.8% | -87.4% |
| 10Y | +319.6% | +307.3% | +12.3% | -5.0% |
| All | +319.6% | +315.0% | +4.6% | -5.0% |
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