-98.1%
AMSS vs SPY
+0.1%
-98.2%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -33.3% | -4.4% | -28.9% | -18.4% |
| 7D | -26.7% | -4.7% | -21.9% | -9.8% |
| 30D | -48.8% | -5.9% | -42.9% | -35.2% |
| 3M | -82.1% | -4.5% | -77.6% | -78.1% |
| All | -98.1% | +0.1% | -98.2% | -97.9% |
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 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 · Available span rolling