-76.8%
AMST vs SPY
+78.1%
-154.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -7.8% | +2.6% | -10.4% | -9.3% |
| 30D | -43.7% | -2.0% | -41.7% | -42.9% |
| 3M | -55.6% | -2.8% | -52.8% | -54.8% |
| 6M | -42.8% | +2.1% | -45.0% | -43.6% |
| YTD | -74.9% | +11.5% | -86.4% | -76.7% |
| 1Y | -82.7% | +13.5% | -96.1% | -84.1% |
| 3Y | -76.8% | +77.7% | -154.5% | -85.6% |
| All | -76.8% | +78.1% | -154.9% | -85.6% |
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