+120.9%
AA vs SPMO
+572.4%
-451.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -3.8% |
| 7D | -0.7% | +2.0% | -2.7% | -2.9% |
| 30D | +5.0% | -0.4% | +5.4% | +5.1% |
| 3M | -35.8% | -1.9% | -33.9% | -35.4% |
| 6M | -18.4% | +25.0% | -43.4% | -37.2% |
| YTD | -5.5% | +26.0% | -31.5% | -27.7% |
| 1Y | +61.0% | +28.7% | +32.3% | +21.3% |
| 3Y | +66.2% | +160.9% | -94.7% | -40.9% |
| 5Y | +11.4% | +147.9% | -136.5% | -57.4% |
| 10Y | +116.9% | +518.9% | -402.1% | -58.1% |
| All | +120.9% | +572.4% | -451.6% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling