-78.2%
AMRN vs SPY
+313.2%
-391.4%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.2% |
| 7D | -2.4% | +0.1% | -2.5% | -2.6% |
| 30D | -5.4% | +0.1% | -5.5% | -5.5% |
| 3M | -1.2% | +2.0% | -3.2% | -3.8% |
| 6M | -6.3% | +13.0% | -19.3% | -18.8% |
| YTD | -2.4% | +13.5% | -15.9% | -16.2% |
| 1Y | -9.3% | +20.0% | -29.3% | -26.9% |
| 3Y | -35.7% | +77.2% | -112.9% | -67.0% |
| 5Y | -87.1% | +81.9% | -169.0% | -93.6% |
| All | -78.2% | +313.2% | -391.4% | -95.8% |
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 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