+236.4%
AMSC vs SPY
+315.0%
-78.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +4.2% |
| 7D | -3.9% | +0.1% | -3.9% | -3.8% |
| 30D | -17.0% | -3.3% | -13.7% | -11.4% |
| 3M | -22.7% | -2.4% | -20.3% | -18.7% |
| 6M | -54.1% | +2.6% | -56.7% | -54.8% |
| YTD | -12.0% | +11.2% | -23.2% | -22.9% |
| 1Y | -34.8% | +13.4% | -48.2% | -44.6% |
| 3Y | +218.2% | +79.9% | +138.3% | +48.7% |
| 5Y | +46.9% | +72.2% | -25.3% | -22.3% |
| 10Y | +236.4% | +307.3% | -70.9% | -35.6% |
| All | +236.4% | +315.0% | -78.6% | -35.6% |
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