-57.9%
AMST vs SPY
+77.4%
-135.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | +10.2% | +0.1% | +10.1% | +10.2% |
| 3M | -23.0% | +2.0% | -25.0% | -23.9% |
| 6M | -35.5% | +13.0% | -48.6% | -41.0% |
| YTD | -43.4% | +13.5% | -56.9% | -48.3% |
| 1Y | -59.6% | +20.0% | -79.6% | -64.3% |
| All | -57.9% | +77.4% | -135.2% | -73.9% |
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