-41.0%
AMRC vs SPY
+9.9%
-50.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.5% | +11.9% |
| 7D | +6.4% | -2.7% | +9.1% | +14.8% |
| 30D | -1.5% | -5.4% | +3.9% | +16.2% |
| 3M | -15.4% | -4.1% | -11.3% | -3.7% |
| 6M | -31.5% | +0.7% | -32.2% | -29.4% |
| YTD | -26.2% | +8.7% | -34.9% | -34.1% |
| 1Y | -41.0% | +10.9% | -51.8% | -49.3% |
| All | -41.0% | +9.9% | -50.8% | -49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling