-24.3%
AMSF vs SPY
+315.0%
-339.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | -1.2% |
| 7D | -5.2% | +0.1% | -5.2% | -5.4% |
| 30D | -19.6% | -3.3% | -16.3% | -18.0% |
| 3M | -31.4% | -2.4% | -29.0% | -30.6% |
| 6M | -33.4% | +2.6% | -36.0% | -34.7% |
| YTD | -46.7% | +11.2% | -57.9% | -50.5% |
| 1Y | -47.6% | +13.4% | -61.0% | -51.9% |
| 3Y | -49.3% | +79.9% | -129.2% | -66.3% |
| 5Y | -49.9% | +72.2% | -122.1% | -66.0% |
| 10Y | -24.3% | +307.3% | -331.6% | -74.5% |
| All | -24.3% | +315.0% | -339.3% | -74.5% |
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