-97.4%
AMWL vs SPY
+144.7%
-242.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.2% | -3.0% |
| 7D | -5.7% | -0.6% | -5.1% | -5.2% |
| 30D | -5.4% | -3.7% | -1.7% | -0.2% |
| 3M | -11.5% | -2.7% | -8.7% | -8.0% |
| 6M | +50.8% | +2.2% | +48.6% | +45.7% |
| YTD | +144.8% | +10.8% | +134.0% | +111.9% |
| 1Y | +197.5% | +11.2% | +186.3% | +156.0% |
| 3Y | -46.3% | +76.5% | -122.8% | -75.3% |
| 5Y | -93.1% | +72.9% | -166.1% | -96.8% |
| All | -97.4% | +144.7% | -242.1% | -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 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