-48.7%
AMSF vs SPY
+78.1%
-126.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.5% | +2.6% | -3.1% | -1.0% |
| 30D | -20.9% | -2.0% | -18.9% | -20.6% |
| 3M | -27.1% | -2.8% | -24.3% | -26.7% |
| 6M | -33.4% | +2.1% | -35.6% | -33.8% |
| YTD | -47.0% | +11.5% | -58.5% | -48.6% |
| 1Y | -49.0% | +13.5% | -62.5% | -50.8% |
| 3Y | -48.7% | +77.7% | -126.4% | -57.9% |
| All | -48.7% | +78.1% | -126.8% | -57.9% |
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