+505.4%
SPMO vs AMC
-98.3%
+603.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.8% | +3.7% |
| 7D | +1.8% | -2.8% | +4.7% | +1.9% |
| 30D | -10.0% | +14.0% | -24.0% | -10.2% |
| 3M | -9.4% | +42.5% | -51.9% | -9.9% |
| 6M | -7.7% | +142.6% | -150.2% | -9.3% |
| YTD | +13.3% | +119.2% | -105.9% | +11.4% |
| 1Y | +12.7% | +40.7% | -28.0% | +11.5% |
| 3Y | +127.5% | -57.3% | +184.8% | +126.8% |
| 5Y | +119.7% | -99.1% | +218.8% | +125.1% |
| 10Y | +469.5% | -98.7% | +568.2% | +462.3% |
| All | +505.4% | -98.3% | +603.8% | +476.8% |
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