+210.4%
AMOM vs VOO
+196.5%
+14.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.6% |
| 7D | +0.4% | -2.0% | +2.4% | +2.5% |
| 30D | +0.2% | -1.7% | +1.9% | +1.9% |
| 3M | +3.1% | +4.7% | -1.7% | -1.3% |
| 6M | +17.1% | +12.6% | +4.5% | +4.9% |
| YTD | +19.9% | +11.8% | +8.1% | +8.3% |
| 1Y | +21.8% | +17.5% | +4.2% | +5.1% |
| 3Y | +89.8% | +77.0% | +12.8% | +14.6% |
| 5Y | +60.5% | +82.6% | -22.1% | -5.2% |
| All | +210.4% | +196.5% | +14.0% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 10y: compounded portfolio wealth divided by compounded VOO 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…
10y analysis · Full analysis span regression · 6 months rolling