+83.0%
AA vs SPMO
+159.2%
-76.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.8% |
| 7D | -0.6% | +2.7% | -3.3% | -3.4% |
| 30D | -1.6% | +1.1% | -2.6% | -2.8% |
| 3M | -29.8% | +2.0% | -31.9% | -32.5% |
| 6M | -16.6% | +26.5% | -43.2% | -37.6% |
| YTD | -4.0% | +26.5% | -30.6% | -28.0% |
| 1Y | +63.5% | +27.9% | +35.6% | +22.0% |
| All | +83.0% | +159.2% | -76.2% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 3y: compounded portfolio wealth divided by compounded SPMO 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…
3y analysis · Full analysis span regression · 6 months rolling