+1,299.9%
AMUU vs SPY
+41.8%
+1,258.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.5% | +6.8% | +8.6% |
| 7D | +28.9% | -0.4% | +29.2% | +30.0% |
| 30D | +19.2% | -1.4% | +20.6% | +26.5% |
| 3M | +2.8% | +3.7% | -0.9% | -7.7% |
| 6M | +381.6% | +13.0% | +368.6% | +226.4% |
| YTD | +284.3% | +12.4% | +271.9% | +175.9% |
| 1Y | +517.4% | +18.5% | +498.9% | +280.0% |
| All | +1,299.9% | +41.8% | +1,258.0% | +343.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling