-95.4%
AMTX vs SPY
+789.7%
-885.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | +18.1% | +0.1% | +18.0% | +18.0% |
| 3M | -25.6% | +2.0% | -27.6% | -26.4% |
| 6M | +31.7% | +13.0% | +18.6% | +22.0% |
| YTD | +31.7% | +13.5% | +18.1% | +21.7% |
| 1Y | -24.7% | +20.0% | -44.7% | -32.1% |
| 3Y | -62.5% | +77.2% | -139.7% | -72.0% |
| 5Y | -84.9% | +81.9% | -166.7% | -88.5% |
| 10Y | +28.0% | +314.1% | -286.1% | -14.5% |
| All | -95.4% | +789.7% | -885.1% | -96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling