+16.2%
AMRX vs SPY
+227.4%
-211.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.0% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -5.5% | +0.1% | -5.6% | -5.6% |
| 3M | +29.0% | +2.0% | +27.0% | +25.2% |
| 6M | +31.1% | +13.0% | +18.1% | +13.0% |
| YTD | +38.4% | +13.5% | +24.9% | +18.4% |
| 1Y | +82.6% | +20.0% | +62.7% | +46.4% |
| 3Y | +313.3% | +77.2% | +236.1% | +107.1% |
| 5Y | +221.8% | +81.9% | +139.9% | +56.2% |
| All | +16.2% | +227.4% | -211.2% | -69.2% |
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