+434.5%
SPYM vs AMC
-98.1%
+532.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.3% | -4.7% | -0.5% |
| 7D | +0.1% | +2.3% | -2.2% | +0.1% |
| 30D | +0.1% | -0.7% | +0.8% | +0.1% |
| 3M | +2.0% | +35.2% | -33.2% | +1.0% |
| 6M | +13.1% | +124.6% | -111.5% | +10.5% |
| YTD | +13.6% | +69.9% | -56.3% | +11.6% |
| 1Y | +20.1% | -2.6% | +22.6% | +19.3% |
| 3Y | +77.6% | -79.8% | +157.3% | +79.3% |
| 5Y | +82.5% | -99.4% | +181.9% | +91.8% |
| 10Y | +317.6% | -98.9% | +416.5% | +324.7% |
| All | +434.5% | -98.1% | +532.5% | +388.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling