-97.3%
AMST vs SPY
+67.0%
-164.3%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.4% | -1.2% | -2.2% |
| 7D | -5.5% | -4.7% | -0.7% | -1.8% |
| 30D | -42.3% | -5.9% | -36.3% | -39.5% |
| 3M | -44.7% | -4.5% | -40.2% | -42.7% |
| 6M | -45.1% | +1.8% | -46.9% | -46.0% |
| YTD | -71.6% | +8.3% | -79.9% | -73.5% |
| 1Y | -83.1% | +9.3% | -92.5% | -84.3% |
| 3Y | -75.6% | +74.9% | -150.4% | -84.6% |
| 5Y | -97.3% | +67.3% | -164.6% | -98.3% |
| All | -97.3% | +67.0% | -164.3% | -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