+30.4%
AMYY vs SPY
+17.7%
+12.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | +0.6% | +0.1% | +0.6% | +0.5% |
| 3M | +0.8% | +2.0% | -1.2% | -0.9% |
| 6M | +22.3% | +13.0% | +9.3% | +10.2% |
| YTD | +8.3% | +13.5% | -5.2% | -3.0% |
| All | +30.4% | +17.7% | +12.7% | +14.7% |
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