-81.2%
AMSC vs SPY
+3,085.7%
-3,166.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -7.6% |
| 7D | -6.8% | -0.7% | -6.1% | -6.0% |
| 30D | -12.4% | -1.0% | -11.4% | -10.7% |
| 3M | -21.5% | -0.3% | -21.2% | -20.8% |
| 6M | -47.8% | +7.3% | -55.1% | -51.9% |
| YTD | -8.8% | +13.3% | -22.1% | -21.2% |
| 1Y | -53.3% | +14.8% | -68.1% | -60.0% |
| 3Y | +238.8% | +82.9% | +155.9% | +63.4% |
| 5Y | +47.5% | +75.6% | -28.1% | -19.3% |
| 10Y | +268.8% | +330.5% | -61.7% | -40.5% |
| All | -81.2% | +3,085.7% | -3,166.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling