-15.8%
AOMR vs SPY
+94.6%
-110.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -2.5% | -0.8% | -1.8% | -2.0% |
| 30D | -5.6% | -1.1% | -4.6% | -4.9% |
| 3M | -0.1% | +3.9% | -4.0% | -3.2% |
| 6M | +3.5% | +13.6% | -10.1% | -6.5% |
| YTD | +5.2% | +12.7% | -7.4% | -4.4% |
| 1Y | -4.5% | +17.5% | -22.0% | -16.3% |
| 3Y | +31.0% | +76.9% | -45.9% | -19.1% |
| 5Y | -14.0% | +83.6% | -97.5% | -50.8% |
| All | -15.8% | +94.6% | -110.4% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling