-48.1%
AMSF vs SPY
+12.3%
-60.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.4% | -2.2% | +0.5% |
| 7D | -5.2% | +0.1% | -5.2% | -5.1% |
| 30D | -19.6% | -3.3% | -16.3% | -20.0% |
| 3M | -31.4% | -2.4% | -29.0% | -31.7% |
| 6M | -33.4% | +2.6% | -36.0% | -32.8% |
| YTD | -46.7% | +11.2% | -57.9% | -45.8% |
| All | -48.1% | +12.3% | -60.4% | -47.2% |
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