+238.5%
AMSC vs SPY
+77.4%
+161.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.9% |
| 7D | +3.7% | +0.1% | +3.6% | +3.4% |
| 30D | -10.3% | +0.1% | -10.3% | -10.5% |
| 3M | -36.3% | +2.0% | -38.3% | -38.4% |
| 6M | -7.3% | +13.0% | -20.3% | -29.3% |
| YTD | +2.7% | +13.5% | -10.9% | -22.1% |
| 1Y | -39.1% | +20.0% | -59.1% | -58.3% |
| All | +238.5% | +77.4% | +161.1% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling