-47.1%
AMSF vs SPY
+9.9%
-57.0%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.6% |
| 7D | -6.3% | -2.7% | -3.6% | -6.6% |
| 30D | -19.3% | -5.4% | -14.0% | -19.9% |
| 3M | -33.0% | -4.1% | -28.9% | -33.3% |
| 6M | -31.8% | +0.7% | -32.5% | -31.4% |
| YTD | -46.8% | +8.7% | -55.5% | -46.2% |
| 1Y | -47.1% | +10.9% | -58.0% | -46.5% |
| All | -47.1% | +9.9% | -57.0% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling