-76.9%
AMST vs SPY
+75.1%
-151.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.3% |
| 7D | -8.2% | -2.7% | -5.5% | -6.5% |
| 30D | -43.4% | -5.4% | -38.0% | -41.4% |
| 3M | -48.5% | -4.1% | -44.4% | -47.1% |
| 6M | -46.7% | +0.7% | -47.4% | -46.9% |
| YTD | -72.8% | +8.7% | -81.4% | -74.3% |
| 1Y | -82.2% | +10.9% | -93.1% | -83.4% |
| 3Y | -76.9% | +75.0% | -151.8% | -84.3% |
| All | -76.9% | +75.1% | -151.9% | -84.3% |
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 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