+195.7%
AMX vs SPY
+311.8%
-116.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.8% |
| 7D | +4.2% | -0.9% | +5.1% | +4.7% |
| 30D | +21.9% | -2.4% | +24.2% | +23.6% |
| 3M | +11.4% | -1.2% | +12.5% | +11.9% |
| 6M | -3.7% | +3.3% | -7.0% | -6.3% |
| YTD | +27.7% | +12.3% | +15.4% | +17.2% |
| 1Y | +12.3% | +12.4% | -0.1% | +2.9% |
| 3Y | +59.9% | +78.8% | -18.9% | +2.4% |
| 5Y | +63.3% | +75.2% | -11.8% | +4.8% |
| 10Y | +195.7% | +311.1% | -115.4% | -16.0% |
| All | +195.7% | +311.8% | -116.1% | -16.0% |
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