+573.2%
SPMO vs AMC
-98.7%
+671.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.8% | +1.5% |
| 7D | +2.0% | +2.3% | -0.3% | +2.0% |
| 30D | -0.4% | -0.7% | +0.4% | -0.4% |
| 3M | -1.9% | +35.2% | -37.1% | -2.6% |
| 6M | +25.0% | +124.6% | -99.5% | +23.0% |
| YTD | +26.0% | +69.9% | -43.8% | +24.4% |
| 1Y | +28.7% | -2.6% | +31.3% | +28.0% |
| 3Y | +160.9% | -79.8% | +240.7% | +162.4% |
| 5Y | +147.9% | -99.4% | +247.3% | +155.3% |
| 10Y | +518.9% | -98.9% | +617.8% | +508.8% |
| All | +573.2% | -98.7% | +671.9% | +544.4% |
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