-20.9%
AMSF vs SPY
+312.9%
-333.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.8% |
| 7D | -6.3% | -2.7% | -3.6% | -4.9% |
| 30D | -19.3% | -5.4% | -14.0% | -16.8% |
| 3M | -33.0% | -4.1% | -28.9% | -31.4% |
| 6M | -31.8% | +0.7% | -32.5% | -32.5% |
| YTD | -46.8% | +8.7% | -55.5% | -49.9% |
| 1Y | -47.1% | +10.9% | -58.0% | -50.8% |
| 3Y | -50.3% | +75.0% | -125.3% | -66.4% |
| 5Y | -51.3% | +67.8% | -119.1% | -66.5% |
| All | -20.9% | +312.9% | -333.8% | -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