+393.2%
AMRC vs SPY
+304.1%
+89.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.0% | -0.4% | +23.4% | +23.6% |
| 7D | +24.0% | -0.6% | +24.6% | +25.2% |
| 30D | +29.5% | -3.7% | +33.2% | +37.4% |
| 3M | +9.3% | -2.7% | +12.0% | +14.9% |
| 6M | -7.8% | +2.2% | -10.0% | -8.0% |
| YTD | -5.7% | +10.8% | -16.5% | -15.3% |
| 1Y | -23.1% | +11.2% | -34.3% | -31.1% |
| 3Y | +23.9% | +76.5% | -52.6% | -40.7% |
| 5Y | -70.2% | +72.9% | -143.1% | -84.6% |
| 10Y | +393.2% | +304.8% | +88.4% | +12.1% |
| All | +393.2% | +304.1% | +89.1% | +12.1% |
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