-93.5%
AMWL vs SPY
+81.8%
-175.2%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +3.5% |
| 7D | +10.5% | +0.5% | +10.0% | +9.7% |
| 30D | -1.3% | -0.9% | -0.4% | +0.2% |
| 3M | +52.5% | +3.9% | +48.6% | +43.0% |
| 6M | +144.3% | +14.5% | +129.8% | +97.4% |
| YTD | +171.7% | +12.9% | +158.8% | +124.5% |
| 1Y | +93.1% | +19.4% | +73.7% | +46.3% |
| 3Y | -52.0% | +78.5% | -130.5% | -80.9% |
| 5Y | -93.5% | +81.8% | -175.2% | -97.3% |
| All | -93.5% | +81.8% | -175.2% | -97.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling