+9.2%
AMTB vs SPY
+72.1%
-62.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +2.8% | +2.6% | +0.2% | +0.5% |
| 30D | +6.4% | -2.0% | +8.4% | +8.0% |
| 3M | +4.5% | -2.8% | +7.3% | +6.8% |
| 6M | +36.2% | +2.1% | +34.0% | +32.8% |
| YTD | +57.7% | +11.5% | +46.2% | +42.2% |
| 1Y | +73.9% | +13.5% | +60.4% | +54.3% |
| 3Y | +67.2% | +77.7% | -10.5% | +3.7% |
| All | +9.2% | +72.1% | -62.9% | -32.7% |
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