-18.8%
AMRC vs SPY
+75.1%
-93.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.3% | +12.5% | +12.2% |
| 7D | +6.4% | -2.7% | +9.1% | +12.4% |
| 30D | -1.5% | -5.4% | +3.9% | +10.1% |
| 3M | -15.4% | -4.1% | -11.3% | -7.4% |
| 6M | -31.5% | +0.7% | -32.2% | -29.6% |
| YTD | -26.2% | +8.7% | -34.9% | -32.6% |
| 1Y | -41.0% | +10.9% | -51.8% | -47.6% |
| 3Y | -18.8% | +75.0% | -93.8% | -81.6% |
| All | -18.8% | +75.1% | -93.9% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling