+112.6%
SPOT vs AME
+83.9%
+28.7%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.4% | -0.8% |
| 7D | -6.5% | +1.3% | -7.8% | -7.1% |
| 30D | +2.2% | -6.6% | +8.8% | +5.1% |
| 3M | +5.4% | +3.0% | +2.4% | +2.7% |
| 6M | -4.0% | +5.3% | -9.3% | -8.1% |
| YTD | -9.9% | +15.4% | -25.4% | -18.5% |
| 1Y | -27.3% | +26.8% | -54.1% | -38.1% |
| 3Y | +236.4% | +56.5% | +179.9% | +136.2% |
| 5Y | +112.6% | +85.2% | +27.3% | +20.3% |
| All | +112.6% | +83.9% | +28.7% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling