+150.9%
AMX vs SPY
+311.3%
-160.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | +0.1% | +0.5% | -0.5% | -0.3% |
| 30D | -3.2% | -0.9% | -2.2% | -2.5% |
| 3M | -6.4% | +3.9% | -10.3% | -8.9% |
| 6M | -1.9% | +14.5% | -16.4% | -11.0% |
| YTD | +12.6% | +12.9% | -0.3% | +3.2% |
| 1Y | +18.3% | +19.4% | -1.1% | +4.0% |
| 3Y | +36.7% | +78.5% | -41.7% | -12.2% |
| 5Y | +40.6% | +81.8% | -41.1% | -12.6% |
| 10Y | +150.9% | +311.5% | -160.6% | -26.3% |
| All | +150.9% | +311.3% | -160.4% | -26.3% |
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 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