+209.0%
AMSC vs SPY
+312.9%
-103.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -3.0% |
| 7D | -13.5% | -2.7% | -10.8% | -9.3% |
| 30D | -26.3% | -5.4% | -20.9% | -18.5% |
| 3M | -28.9% | -4.1% | -24.8% | -23.1% |
| 6M | -59.0% | +0.7% | -59.7% | -58.4% |
| YTD | -18.7% | +8.7% | -27.4% | -26.1% |
| 1Y | -36.0% | +10.9% | -46.9% | -43.5% |
| 3Y | +201.8% | +75.0% | +126.8% | +47.5% |
| 5Y | +32.5% | +67.8% | -35.3% | -27.0% |
| All | +209.0% | +312.9% | -103.9% | -37.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling