+192.5%
AMSC vs SPY
+307.0%
-114.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.0% |
| 7D | +3.2% | +2.6% | +0.6% | -1.1% |
| 30D | -5.9% | -2.0% | -3.9% | -2.1% |
| 3M | -23.4% | -2.8% | -20.6% | -18.9% |
| 6M | -56.7% | +2.1% | -58.8% | -57.1% |
| YTD | -16.2% | +11.5% | -27.6% | -26.9% |
| 1Y | -28.2% | +13.5% | -41.7% | -39.0% |
| 3Y | +193.6% | +77.7% | +115.9% | +39.7% |
| 5Y | +50.4% | +72.6% | -22.2% | -20.8% |
| All | +192.5% | +307.0% | -114.5% | -48.3% |
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