-86.8%
AMRN vs SPY
+82.0%
-168.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -27.1% |
| 3Y | -35.7% | +77.2% | -112.9% | -67.8% |
| All | -86.8% | +82.0% | -168.8% | -93.8% |
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 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