+352.3%
AMRX vs SPY
+78.7%
+273.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | -3.6% | +0.5% | -4.1% | -4.1% |
| 30D | -6.0% | -0.9% | -5.1% | -5.2% |
| 3M | +24.4% | +3.9% | +20.5% | +19.3% |
| 6M | +28.8% | +14.5% | +14.3% | +11.6% |
| YTD | +35.3% | +12.9% | +22.4% | +18.8% |
| 1Y | +75.2% | +19.4% | +55.9% | +45.2% |
| 3Y | +352.3% | +78.5% | +273.8% | +99.4% |
| All | +352.3% | +78.7% | +273.5% | +99.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling