+155.8%
SPMO vs AME
+54.6%
+101.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -0.7% | -8.6% | +7.9% | +4.2% |
| 3M | +2.8% | +5.8% | -2.9% | +0.2% |
| 6M | +24.4% | +3.8% | +20.6% | +22.2% |
| YTD | +24.2% | +14.4% | +9.7% | +16.1% |
| 1Y | +24.5% | +25.8% | -1.3% | +10.8% |
| All | +155.8% | +54.6% | +101.2% | +99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 3y: compounded portfolio wealth divided by compounded AME 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…
3y analysis · Full analysis span regression · 6 months rolling