+964.8%
AMX vs SPY
+783.9%
+180.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.1% |
| 7D | +5.1% | -2.7% | +7.8% | +7.7% |
| 30D | +15.3% | -5.4% | +20.7% | +21.2% |
| 3M | +7.5% | -4.1% | +11.6% | +11.5% |
| 6M | -4.0% | +0.7% | -4.7% | -5.2% |
| YTD | +25.9% | +8.7% | +17.3% | +15.2% |
| 1Y | +14.6% | +10.9% | +3.7% | +2.7% |
| 3Y | +58.9% | +75.0% | -16.1% | -12.3% |
| 5Y | +58.1% | +67.8% | -9.6% | -12.3% |
| 10Y | +164.9% | +312.9% | -148.0% | -46.3% |
| All | +964.8% | +783.9% | +180.9% | -7.2% |
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