-72.7%
AMRC vs SPY
+72.1%
-144.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.0% |
| 7D | +17.8% | +2.6% | +15.2% | +12.1% |
| 30D | +26.6% | -2.0% | +28.6% | +31.5% |
| 3M | -8.4% | -2.8% | -5.6% | -2.8% |
| 6M | -12.1% | +2.1% | -14.3% | -12.7% |
| YTD | -13.1% | +11.5% | -24.6% | -25.0% |
| 1Y | -19.2% | +13.5% | -32.7% | -32.2% |
| 3Y | +13.1% | +77.7% | -64.6% | -56.8% |
| All | -72.7% | +72.1% | -144.8% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling