-66.7%
AMTX vs SPY
+75.1%
-141.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.7% |
| 7D | +29.6% | -2.7% | +32.3% | +31.1% |
| 30D | -7.4% | -5.4% | -2.0% | -3.0% |
| 3M | -0.6% | -4.1% | +3.5% | +2.2% |
| 6M | -50.0% | +0.7% | -50.7% | -51.8% |
| YTD | +16.5% | +8.7% | +7.9% | +0.3% |
| 1Y | -8.0% | +10.9% | -18.8% | -22.8% |
| 3Y | -66.7% | +75.0% | -141.7% | -87.8% |
| All | -66.7% | +75.1% | -141.7% | -87.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling