+203.5%
AMSC vs SPY
+308.5%
-105.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.5% | -2.2% |
| 7D | +4.4% | +3.3% | +1.1% | -1.1% |
| 30D | -12.8% | -2.7% | -10.1% | -8.0% |
| 3M | -22.4% | -1.7% | -20.7% | -19.4% |
| 6M | -54.1% | +3.1% | -57.1% | -55.2% |
| YTD | -13.0% | +11.9% | -24.9% | -24.6% |
| 1Y | -28.8% | +12.0% | -40.8% | -38.1% |
| 3Y | +223.9% | +78.2% | +145.8% | +53.3% |
| 5Y | +56.1% | +73.2% | -17.1% | -18.4% |
| All | +203.5% | +308.5% | -105.0% | -46.7% |
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