-25.3%
AMSF vs SPY
+304.1%
-329.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -2.9% | -0.6% | -2.3% | -2.7% |
| 30D | -18.5% | -3.7% | -14.8% | -16.8% |
| 3M | -28.1% | -2.7% | -25.4% | -27.0% |
| 6M | -32.5% | +2.2% | -34.7% | -33.7% |
| YTD | -46.0% | +10.8% | -56.8% | -49.7% |
| 1Y | -47.4% | +11.2% | -58.7% | -51.2% |
| 3Y | -48.7% | +76.5% | -125.1% | -65.4% |
| 5Y | -49.6% | +72.9% | -122.6% | -66.0% |
| 10Y | -25.3% | +304.8% | -330.2% | -74.7% |
| All | -25.3% | +304.1% | -329.5% | -74.7% |
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