+14.8%
SPYM vs ACM
-46.6%
+61.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.3% | +1.4% |
| 7D | -0.7% | +9.5% | -10.2% | -1.6% |
| 30D | -1.1% | +14.7% | -15.8% | -2.4% |
| 3M | -0.3% | -9.5% | +9.2% | +0.6% |
| 6M | +7.3% | -18.0% | +25.4% | +9.7% |
| YTD | +13.4% | -27.3% | +40.7% | +17.3% |
| 1Y | +14.8% | -47.0% | +61.8% | +21.1% |
| All | +14.8% | -46.6% | +61.4% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling