+24.0%
AMYY vs SPY
+12.3%
+11.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | +0.7% |
| 7D | -5.7% | -4.7% | -1.0% | -1.8% |
| 30D | -9.9% | -5.9% | -3.9% | -5.1% |
| 3M | -4.4% | -4.5% | +0.2% | -0.6% |
| 6M | +2.9% | +1.8% | +1.1% | +0.8% |
| YTD | +3.0% | +8.3% | -5.4% | -4.1% |
| 1Y | +2.8% | +9.3% | -6.5% | -4.9% |
| All | +24.0% | +12.3% | +11.7% | +13.5% |
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