+308.6%
SPYM vs ACM
+132.1%
+176.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.6% | +6.6% | -7.2% | -2.8% |
| 30D | -3.7% | +19.8% | -23.4% | -9.7% |
| 3M | -2.7% | -3.1% | +0.4% | -2.4% |
| 6M | +2.2% | -11.5% | +13.7% | +5.3% |
| YTD | +10.9% | -24.7% | +35.6% | +20.2% |
| 1Y | +11.3% | -45.1% | +56.4% | +35.6% |
| 3Y | +76.8% | -8.9% | +85.7% | +74.4% |
| 5Y | +73.5% | +5.4% | +68.1% | +60.3% |
| All | +308.6% | +132.1% | +176.5% | +175.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling