-99.9%
AMRN vs SPY
+2,986.8%
-3,086.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -5.4% | +0.1% | -5.5% | -5.4% |
| 3M | -1.2% | +2.0% | -3.2% | -2.6% |
| 6M | -6.3% | +13.0% | -19.3% | -13.0% |
| YTD | -2.4% | +13.5% | -15.9% | -9.8% |
| 1Y | -9.3% | +20.0% | -29.3% | -18.9% |
| 3Y | -35.7% | +77.2% | -112.9% | -53.8% |
| 5Y | -87.1% | +81.9% | -169.0% | -90.8% |
| 10Y | -76.7% | +314.1% | -390.7% | -88.2% |
| All | -99.9% | +2,986.8% | -3,086.7% | -100.0% |
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