+44.6%
AMRX vs SPY
+222.6%
-178.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | +11.6% | +3.3% | +8.3% | +7.6% |
| 30D | +10.9% | -2.7% | +13.6% | +14.3% |
| 3M | +22.9% | -1.7% | +24.6% | +25.2% |
| 6M | +72.2% | +3.1% | +69.1% | +65.0% |
| YTD | +72.2% | +11.9% | +60.3% | +49.7% |
| 1Y | +82.4% | +12.0% | +70.4% | +58.4% |
| 3Y | +414.2% | +78.2% | +336.0% | +154.9% |
| 5Y | +316.5% | +73.2% | +243.3% | +114.9% |
| All | +44.6% | +222.6% | -178.1% | -61.1% |
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