-7.2%
AMSF vs SPY
+313.2%
-320.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.9% | +0.1% | -13.0% | -12.9% |
| 3M | -14.5% | +2.0% | -16.5% | -15.8% |
| 6M | -25.2% | +13.0% | -38.2% | -31.0% |
| YTD | -30.6% | +13.5% | -44.1% | -36.2% |
| 1Y | -41.0% | +20.0% | -61.0% | -47.7% |
| 3Y | -36.1% | +77.2% | -113.3% | -56.9% |
| 5Y | -29.7% | +81.9% | -111.6% | -54.1% |
| All | -7.2% | +313.2% | -320.3% | -69.8% |
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