-92.8%
AMTX vs SPY
+67.4%
-160.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.9% |
| 7D | +29.6% | -2.7% | +32.3% | +32.7% |
| 30D | -7.4% | -5.4% | -2.0% | 0.0% |
| 3M | -0.6% | -4.1% | +3.5% | +4.2% |
| 6M | -50.0% | +0.7% | -50.7% | -52.6% |
| YTD | +16.5% | +8.7% | +7.9% | -7.6% |
| 1Y | -8.0% | +10.9% | -18.8% | -29.6% |
| 3Y | -66.7% | +75.0% | -141.7% | -91.2% |
| All | -92.8% | +67.4% | -160.2% | -97.5% |
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