+127.6%
AMRC vs SPY
+844.2%
-716.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +5.3% | +0.1% | +5.2% | +5.1% |
| 30D | -9.8% | +0.1% | -9.8% | -9.6% |
| 3M | -29.3% | +2.0% | -31.3% | -29.9% |
| 6M | -17.8% | +13.0% | -30.8% | -29.0% |
| YTD | -21.0% | +13.5% | -34.5% | -31.6% |
| 1Y | -11.0% | +20.0% | -30.9% | -28.2% |
| 3Y | -47.5% | +77.2% | -124.7% | -74.6% |
| 5Y | -67.9% | +81.9% | -149.8% | -84.1% |
| 10Y | +355.7% | +314.1% | +41.7% | -18.5% |
| All | +127.6% | +844.2% | -716.5% | -82.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling