-97.2%
AMWL vs SPY
+150.7%
-247.9%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | +8.9% | +0.1% | +8.8% | +8.8% |
| 30D | -0.2% | +0.1% | -0.3% | -0.2% |
| 3M | +47.9% | +2.0% | +46.0% | +43.3% |
| 6M | +137.9% | +13.0% | +124.9% | +100.4% |
| YTD | +164.6% | +13.5% | +151.0% | +121.6% |
| 1Y | +93.3% | +20.0% | +73.3% | +50.0% |
| 3Y | -56.4% | +77.2% | -133.6% | -80.0% |
| 5Y | -93.9% | +81.9% | -175.8% | -97.3% |
| All | -97.2% | +150.7% | -247.9% | -98.8% |
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