+852.2%
AMX vs SPY
+823.6%
+28.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -4.2% | +0.1% | -4.3% | -4.3% |
| 3M | -8.1% | +2.0% | -10.1% | -10.1% |
| 6M | -7.3% | +13.0% | -20.3% | -17.9% |
| YTD | +12.6% | +13.5% | -0.9% | -0.9% |
| 1Y | +19.4% | +20.0% | -0.6% | -0.7% |
| 3Y | +31.3% | +77.2% | -45.9% | -28.0% |
| 5Y | +40.7% | +81.9% | -41.2% | -27.9% |
| 10Y | +151.5% | +314.1% | -162.5% | -48.6% |
| All | +852.2% | +823.6% | +28.7% | -20.1% |
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