-28.5%
AMTX vs SPY
+308.5%
-337.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -0.4% | -7.0% | -6.9% |
| 7D | -23.1% | +3.3% | -26.4% | -26.0% |
| 30D | -14.7% | -2.7% | -12.1% | -13.2% |
| 3M | -23.8% | -1.7% | -22.0% | -23.5% |
| 6M | -40.9% | +3.1% | -44.0% | -44.0% |
| YTD | -4.3% | +11.9% | -16.2% | -19.5% |
| 1Y | -35.4% | +12.0% | -47.4% | -45.5% |
| 3Y | -70.6% | +78.2% | -148.8% | -85.7% |
| 5Y | -93.6% | +73.2% | -166.8% | -96.6% |
| All | -28.5% | +308.5% | -337.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling