+40.0%
SPMO vs AMRZ
-17.3%
+57.2%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +1.2% |
| 7D | +3.4% | -2.0% | +5.4% | +3.7% |
| 30D | +0.5% | -9.8% | +10.4% | +2.2% |
| 3M | +1.9% | -17.2% | +19.1% | +4.8% |
| 6M | +27.8% | -26.9% | +54.7% | +33.5% |
| YTD | +26.7% | -21.5% | +48.1% | +30.8% |
| 1Y | +28.9% | -22.9% | +51.8% | +32.1% |
| All | +40.0% | -17.3% | +57.2% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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