+191.7%
AMOM vs SPY
+196.6%
-5.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | -2.6% | -0.4% | -2.2% | -2.1% |
| 30D | -10.7% | -1.0% | -9.6% | -9.6% |
| 3M | -2.9% | +5.5% | -8.4% | -8.0% |
| 6M | +1.2% | +7.8% | -6.6% | -6.0% |
| YTD | +12.7% | +12.3% | +0.3% | +0.7% |
| 1Y | +11.7% | +14.4% | -2.6% | -1.6% |
| 3Y | +88.7% | +87.4% | +1.3% | +6.9% |
| 5Y | +50.1% | +79.3% | -29.2% | -11.2% |
| All | +191.7% | +196.6% | -5.0% | +16.8% |
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