+150.5%
SPMO vs AMCR
-12.3%
+162.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.0% |
| 7D | -0.9% | -6.3% | +5.3% | +0.8% |
| 30D | -1.9% | -7.8% | +5.9% | +0.2% |
| 3M | -1.4% | +7.5% | -8.9% | -4.0% |
| 6M | +25.5% | +2.7% | +22.8% | +23.2% |
| YTD | +24.8% | +6.0% | +18.8% | +20.5% |
| 1Y | +24.5% | +7.8% | +16.7% | +19.3% |
| 3Y | +157.1% | +5.8% | +151.3% | +140.1% |
| All | +150.5% | -12.3% | +162.9% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 5y: compounded portfolio wealth divided by compounded AMCR 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…
5y analysis · Full analysis span regression · 6 months rolling