+18.1%
AMTX vs SPY
+311.3%
-293.2%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.5% | -3.3% | -3.1% |
| 7D | -3.3% | +0.5% | -3.8% | -4.0% |
| 30D | +2.3% | -0.9% | +3.3% | +3.5% |
| 3M | -20.7% | +3.9% | -24.6% | -24.5% |
| 6M | +25.7% | +14.5% | +11.2% | +4.7% |
| YTD | +26.6% | +12.9% | +13.7% | +7.3% |
| 1Y | -22.1% | +19.4% | -41.5% | -37.7% |
| 3Y | -63.4% | +78.5% | -141.9% | -81.7% |
| 5Y | -85.2% | +81.8% | -167.0% | -92.3% |
| 10Y | +18.1% | +311.5% | -293.4% | -61.4% |
| All | +18.1% | +311.3% | -293.2% | -61.4% |
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