-80.3%
AMRN vs SPY
+312.9%
-393.1%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | -0.1% | -0.1% |
| 7D | -4.1% | -2.7% | -1.4% | -1.1% |
| 30D | -3.4% | -5.4% | +2.0% | +2.8% |
| 3M | -18.6% | -4.1% | -14.5% | -14.8% |
| 6M | -22.1% | +0.7% | -22.8% | -23.2% |
| YTD | -16.8% | +8.7% | -25.5% | -25.1% |
| 1Y | -25.9% | +10.9% | -36.8% | -34.9% |
| 3Y | -25.6% | +75.0% | -100.6% | -61.4% |
| 5Y | -85.8% | +67.8% | -153.6% | -92.3% |
| All | -80.3% | +312.9% | -393.1% | -96.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling