+638.1%
SPYM vs ACM
+230.8%
+407.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -3.7% | +3.9% | +1.3% |
| 30D | +0.1% | -11.1% | +11.2% | +3.3% |
| 3M | +2.0% | -8.0% | +10.0% | +3.9% |
| 6M | +13.1% | -29.7% | +42.7% | +24.7% |
| YTD | +13.6% | -29.4% | +43.0% | +24.4% |
| 1Y | +20.1% | -46.4% | +66.5% | +42.9% |
| 3Y | +77.6% | -22.3% | +99.9% | +85.9% |
| 5Y | +82.5% | +4.5% | +78.1% | +73.0% |
| 10Y | +317.6% | +127.6% | +190.0% | +196.9% |
| All | +638.1% | +230.8% | +407.4% | +322.8% |
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 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