+573.2%
SPMO vs AME
+356.6%
+216.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +0.8% |
| 7D | +2.0% | +0.6% | +1.4% | +1.7% |
| 30D | -0.4% | -6.7% | +6.3% | +3.3% |
| 3M | -1.9% | +4.1% | -6.0% | -3.7% |
| 6M | +25.0% | +1.6% | +23.5% | +24.0% |
| YTD | +26.0% | +16.1% | +9.9% | +16.5% |
| 1Y | +28.7% | +27.3% | +1.3% | +13.0% |
| 3Y | +160.9% | +50.9% | +110.0% | +107.2% |
| 5Y | +147.9% | +81.4% | +66.5% | +77.0% |
| 10Y | +518.9% | +417.0% | +102.0% | +209.3% |
| All | +573.2% | +356.6% | +216.6% | +238.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling