+82.3%
SPYM vs ACM
+4.8%
+77.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | -0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.9% | -12.9% | +12.0% | +3.5% |
| 3M | +3.9% | -6.4% | +10.3% | +5.4% |
| 6M | +14.5% | -29.2% | +43.8% | +28.6% |
| YTD | +13.0% | -29.9% | +42.9% | +26.3% |
| 1Y | +19.4% | -47.3% | +66.7% | +49.7% |
| 3Y | +78.9% | -19.6% | +98.5% | +80.4% |
| 5Y | +82.3% | +5.5% | +76.8% | +60.8% |
| All | +82.3% | +4.8% | +77.6% | +60.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling