+563.4%
SPMO vs AMCR
+51.2%
+512.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | +0.1% | -5.0% | +5.0% | +1.5% |
| 30D | -0.7% | -8.0% | +7.3% | +1.5% |
| 3M | +2.8% | +14.3% | -11.4% | -1.5% |
| 6M | +24.4% | +5.3% | +19.1% | +21.5% |
| YTD | +24.2% | +7.7% | +16.4% | +19.8% |
| 1Y | +24.5% | +10.8% | +13.6% | +18.8% |
| 3Y | +155.6% | +9.6% | +146.0% | +140.2% |
| 5Y | +148.2% | -10.2% | +158.4% | +147.1% |
| 10Y | +514.8% | +16.5% | +498.3% | +425.9% |
| All | +563.4% | +51.2% | +512.2% | +469.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling