+78.0%
SPYM vs AMC
-59.1%
+137.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.3% |
| 7D | +2.6% | +3.5% | -1.0% | +2.4% |
| 30D | -2.0% | +12.5% | -14.5% | -2.4% |
| 3M | -2.8% | +23.6% | -26.4% | -3.6% |
| 6M | +2.2% | +144.4% | -142.2% | -2.0% |
| YTD | +11.5% | +108.3% | -96.8% | +7.3% |
| 1Y | +13.5% | +38.9% | -25.4% | +10.7% |
| 3Y | +78.0% | -58.9% | +136.9% | +79.7% |
| All | +78.0% | -59.1% | +137.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 3y: compounded portfolio wealth divided by compounded AMC 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…
3y analysis · Full analysis span regression · 6 months rolling