+474.2%
AMSF vs SPY
+760.2%
-286.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.4% | +3.4% |
| 7D | -12.0% | -4.7% | -7.2% | -8.6% |
| 30D | -13.9% | -5.9% | -7.9% | -9.8% |
| 3M | -30.7% | -4.5% | -26.2% | -28.3% |
| 6M | -29.6% | +1.8% | -31.3% | -31.1% |
| YTD | -44.8% | +8.3% | -53.1% | -48.8% |
| 1Y | -45.2% | +9.3% | -54.5% | -49.6% |
| 3Y | -48.7% | +74.9% | -123.6% | -68.7% |
| 5Y | -49.5% | +67.3% | -116.7% | -68.7% |
| 10Y | -17.8% | +311.6% | -329.3% | -78.0% |
| All | +474.2% | +760.2% | -286.0% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling