+623.1%
SPYM vs ACM
+250.7%
+372.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -2.9% | +0.7% |
| 7D | +0.1% | +6.9% | -6.8% | -2.0% |
| 30D | -3.3% | +19.1% | -22.4% | -8.5% |
| 3M | -2.4% | -6.9% | +4.5% | -0.9% |
| 6M | +2.6% | -12.0% | +14.6% | +5.4% |
| YTD | +11.3% | -25.1% | +36.4% | +19.4% |
| 1Y | +13.5% | -45.4% | +58.9% | +34.1% |
| 3Y | +80.3% | -6.9% | +87.2% | +78.1% |
| 5Y | +72.7% | +3.7% | +69.0% | +64.0% |
| 10Y | +312.2% | +135.8% | +176.4% | +189.9% |
| All | +623.1% | +250.7% | +372.5% | +305.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling