+76.8%
SPYM vs AA
+82.1%
-5.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -0.4% | -0.6% | +0.3% | -0.3% |
| 30D | -1.4% | -1.6% | +0.2% | -1.3% |
| 3M | +3.7% | -29.8% | +33.5% | +8.4% |
| 6M | +13.0% | -16.6% | +29.7% | +14.5% |
| YTD | +12.5% | -4.0% | +16.5% | +11.0% |
| 1Y | +18.6% | +63.5% | -44.9% | +6.8% |
| All | +76.8% | +82.1% | -5.3% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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