+403.4%
SPY vs AMC
-97.7%
+501.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | +0.3% |
| 7D | -2.7% | +2.6% | -5.3% | -2.8% |
| 30D | -5.4% | +9.0% | -14.4% | -5.6% |
| 3M | -4.1% | +22.2% | -26.3% | -4.6% |
| 6M | +0.7% | +91.5% | -90.8% | -1.2% |
| YTD | +8.7% | +101.3% | -92.6% | +6.3% |
| 1Y | +10.9% | +20.8% | -9.9% | +9.6% |
| 3Y | +75.0% | -71.3% | +146.3% | +75.8% |
| 5Y | +67.8% | -99.2% | +167.0% | +75.5% |
| 10Y | +312.9% | -98.7% | +411.6% | +324.9% |
| All | +403.4% | -97.7% | +501.2% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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