-85.5%
AMTX vs SPY
+82.0%
-167.6%
-94.4%
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% | +0.8% |
| 7D | -1.6% | +0.1% | -1.7% | -1.9% |
| 30D | +18.1% | +0.1% | +18.0% | +17.8% |
| 3M | -25.6% | +2.0% | -27.6% | -28.6% |
| 6M | +31.7% | +13.0% | +18.6% | +0.2% |
| YTD | +31.7% | +13.5% | +18.1% | -1.1% |
| 1Y | -24.7% | +20.0% | -44.7% | -48.8% |
| 3Y | -62.5% | +77.2% | -139.7% | -89.7% |
| All | -85.5% | +82.0% | -167.6% | -95.4% |
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 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