-96.4%
AMTX vs SPY
+779.9%
-876.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | +1.3% | -11.1% | -10.5% |
| 7D | +14.8% | -0.9% | +15.7% | +14.5% |
| 30D | -10.3% | -2.4% | -8.0% | -9.7% |
| 3M | -15.6% | -1.2% | -14.4% | -15.7% |
| 6M | -38.1% | +3.3% | -41.4% | -39.6% |
| YTD | +3.2% | +12.3% | -9.1% | -4.6% |
| 1Y | -33.6% | +12.4% | -46.0% | -38.5% |
| 3Y | -68.3% | +78.8% | -147.1% | -76.6% |
| 5Y | -92.9% | +75.2% | -168.1% | -94.6% |
| 10Y | -15.6% | +311.1% | -326.7% | -43.7% |
| All | -96.4% | +779.9% | -876.3% | -96.9% |
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