-50.1%
AMSF vs SPY
+74.6%
-124.8%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.4% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | -22.6% | -2.4% | -20.3% | -22.0% |
| 3M | -29.9% | -1.2% | -28.8% | -29.7% |
| 6M | -34.3% | +3.3% | -37.6% | -35.2% |
| YTD | -47.6% | +12.3% | -59.8% | -50.1% |
| 1Y | -49.1% | +12.4% | -61.6% | -51.6% |
| 3Y | -50.2% | +78.8% | -129.0% | -61.9% |
| 5Y | -50.1% | +75.2% | -125.3% | -62.0% |
| All | -50.1% | +74.6% | -124.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling