-97.2%
AMST vs SPY
+72.1%
-169.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.5% | -0.6% |
| 7D | -7.8% | +2.6% | -10.4% | -9.5% |
| 30D | -43.7% | -2.0% | -41.7% | -42.8% |
| 3M | -55.6% | -2.8% | -52.8% | -54.6% |
| 6M | -42.8% | +2.1% | -45.0% | -43.8% |
| YTD | -74.9% | +11.5% | -86.4% | -77.0% |
| 1Y | -82.7% | +13.5% | -96.1% | -84.4% |
| 3Y | -76.8% | +77.7% | -154.5% | -85.5% |
| All | -97.2% | +72.1% | -169.3% | -98.3% |
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 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 · 6 months rolling