-97.3%
AMWL vs SPY
+148.2%
-245.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.5% | -7.3% | -7.2% |
| 7D | -4.1% | -0.4% | -3.8% | -3.6% |
| 30D | -9.4% | -1.4% | -8.1% | -7.6% |
| 3M | +44.7% | +3.7% | +41.0% | +37.0% |
| 6M | +121.2% | +13.0% | +108.2% | +86.3% |
| YTD | +150.5% | +12.4% | +138.1% | +112.8% |
| 1Y | +79.0% | +18.5% | +60.5% | +41.3% |
| 3Y | -55.8% | +77.6% | -133.4% | -79.8% |
| 5Y | -94.3% | +81.7% | -176.0% | -97.4% |
| All | -97.3% | +148.2% | -245.5% | -98.9% |
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 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