+72.7%
SPYM vs ACM
+3.6%
+69.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.6% |
| 7D | +0.1% | +6.9% | -6.8% | -2.1% |
| 30D | -3.3% | +19.1% | -22.4% | -8.9% |
| 3M | -2.4% | -6.9% | +4.5% | -0.5% |
| 6M | +2.6% | -12.0% | +14.6% | +6.2% |
| YTD | +11.3% | -25.1% | +36.4% | +21.6% |
| 1Y | +13.5% | -45.4% | +58.9% | +41.9% |
| 3Y | +80.3% | -6.9% | +87.2% | +69.7% |
| 5Y | +72.7% | +3.7% | +69.0% | +49.9% |
| All | +72.7% | +3.6% | +69.2% | +49.9% |
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