-48.7%
AMSF vs SPY
+78.4%
-127.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -2.9% | -0.6% | -2.3% | -2.9% |
| 30D | -18.5% | -3.7% | -14.8% | -17.9% |
| 3M | -28.1% | -2.7% | -25.4% | -27.7% |
| 6M | -32.5% | +2.2% | -34.7% | -32.9% |
| YTD | -46.0% | +10.8% | -56.8% | -47.5% |
| 1Y | -47.4% | +11.2% | -58.7% | -48.9% |
| 3Y | -48.7% | +76.5% | -125.1% | -58.3% |
| All | -48.7% | +78.4% | -127.0% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling