-24.5%
AMRC vs SPY
+13.0%
-37.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.3% | -5.3% | -7.7% |
| 7D | +24.8% | -0.9% | +25.7% | +28.1% |
| 30D | +26.9% | -2.4% | +29.3% | +36.2% |
| 3M | +2.4% | -1.2% | +3.5% | +6.7% |
| 6M | -13.3% | +3.3% | -16.6% | -17.6% |
| YTD | -9.5% | +12.3% | -21.8% | -26.7% |
| 1Y | -24.5% | +12.4% | -36.9% | -38.7% |
| All | -24.5% | +13.0% | -37.4% | -38.7% |
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