+216.8%
AMSC vs SPY
+311.6%
-94.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.4% | -4.3% | -1.1% |
| 7D | -14.5% | -4.7% | -9.8% | -7.0% |
| 30D | -24.7% | -5.9% | -18.8% | -16.0% |
| 3M | -27.2% | -4.5% | -22.7% | -20.6% |
| 6M | -56.4% | +1.8% | -58.2% | -56.5% |
| YTD | -16.7% | +8.3% | -25.0% | -23.8% |
| 1Y | -59.6% | +9.3% | -69.0% | -63.2% |
| 3Y | +209.4% | +74.9% | +134.6% | +51.5% |
| 5Y | +35.9% | +67.3% | -31.4% | -24.7% |
| All | +216.8% | +311.6% | -94.8% | -35.5% |
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