+26.2%
AMYY vs SPY
+12.7%
+13.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | -3.0% | -2.7% | -0.3% | -0.8% |
| 30D | -9.4% | -5.4% | -4.0% | -5.0% |
| 3M | -3.4% | -4.1% | +0.7% | 0.0% |
| 6M | +2.0% | +0.7% | +1.3% | +1.0% |
| YTD | +4.8% | +8.7% | -3.9% | -2.6% |
| 1Y | +10.8% | +10.9% | -0.1% | +1.2% |
| All | +26.2% | +12.7% | +13.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling