-45.4%
AMWL vs SPY
+78.0%
-123.4%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +1.5% |
| 7D | -0.5% | +0.1% | -0.6% | -0.9% |
| 30D | -1.9% | -3.3% | +1.4% | +2.7% |
| 3M | -7.8% | -2.4% | -5.4% | -4.7% |
| 6M | +56.3% | +2.6% | +53.8% | +50.3% |
| YTD | +153.8% | +11.2% | +142.5% | +118.2% |
| 1Y | +196.0% | +13.4% | +182.6% | +147.0% |
| 3Y | -45.4% | +79.9% | -125.2% | -82.6% |
| All | -45.4% | +78.0% | -123.4% | -82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling