-50.3%
AMSF vs SPY
+75.1%
-125.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -4.0% | -3.7% |
| 7D | -6.3% | -2.7% | -3.6% | -5.8% |
| 30D | -19.3% | -5.4% | -14.0% | -18.5% |
| 3M | -33.0% | -4.1% | -28.9% | -32.4% |
| 6M | -31.8% | +0.7% | -32.5% | -32.0% |
| YTD | -46.8% | +8.7% | -55.5% | -48.1% |
| 1Y | -47.1% | +10.9% | -58.0% | -48.7% |
| 3Y | -50.3% | +75.0% | -125.3% | -59.3% |
| All | -50.3% | +75.1% | -125.4% | -59.3% |
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