+460.3%
SPMO vs AMC
-98.5%
+558.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.6% |
| 7D | -8.7% | +2.6% | -11.3% | -8.7% |
| 30D | -18.7% | +9.0% | -27.7% | -18.8% |
| 3M | -16.4% | +22.2% | -38.6% | -16.7% |
| 6M | -11.9% | +91.5% | -103.3% | -13.1% |
| YTD | +4.9% | +101.3% | -96.4% | +3.2% |
| 1Y | +6.2% | +20.8% | -14.6% | +5.3% |
| 3Y | +115.1% | -71.3% | +186.4% | +115.6% |
| 5Y | +102.2% | -99.2% | +201.5% | +107.6% |
| 10Y | +422.3% | -98.7% | +521.0% | +413.2% |
| All | +460.3% | -98.5% | +558.8% | +434.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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