-46.7%
AMRC vs SPY
+77.4%
-124.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.4% |
| 7D | +5.3% | +0.1% | +5.2% | +5.0% |
| 30D | -9.8% | +0.1% | -9.8% | -9.6% |
| 3M | -29.3% | +2.0% | -31.3% | -30.4% |
| 6M | -17.8% | +13.0% | -30.8% | -31.9% |
| YTD | -21.0% | +13.5% | -34.5% | -34.5% |
| 1Y | -11.0% | +20.0% | -30.9% | -32.2% |
| All | -46.7% | +77.4% | -124.0% | -85.5% |
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