+3.2%
AA vs SPMO
+149.5%
-146.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.7% |
| 7D | -3.4% | -0.9% | -2.5% | -2.3% |
| 30D | -5.8% | -1.9% | -3.9% | -3.6% |
| 3M | -29.9% | -1.4% | -28.5% | -30.3% |
| 6M | -27.0% | +25.5% | -52.5% | -46.8% |
| YTD | -8.7% | +24.8% | -33.6% | -32.9% |
| 1Y | +50.6% | +24.5% | +26.1% | +12.1% |
| 3Y | +74.1% | +157.1% | -83.1% | -52.4% |
| All | +3.2% | +149.5% | -146.3% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling