+38.0%
FMAO vs SPY
+20.8%
+17.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +3.0% | +0.1% | +2.9% | +2.9% |
| 30D | +3.2% | +0.1% | +3.2% | +3.2% |
| 3M | +27.6% | +2.0% | +25.6% | +27.0% |
| 6M | +37.6% | +13.0% | +24.6% | +30.0% |
| YTD | +45.1% | +13.5% | +31.5% | +36.4% |
| 1Y | +38.0% | +20.0% | +18.1% | +18.4% |
| All | +38.0% | +20.8% | +17.2% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling