+318.0%
SPYM vs AME
+445.1%
-127.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.4% | -0.9% |
| 7D | -0.8% | +1.7% | -2.5% | -1.7% |
| 30D | -1.1% | -6.4% | +5.4% | +2.5% |
| 3M | +3.9% | +7.1% | -3.2% | -0.4% |
| 6M | +13.6% | +8.2% | +5.5% | +7.9% |
| YTD | +12.7% | +18.2% | -5.4% | +1.6% |
| 1Y | +17.6% | +26.7% | -9.2% | +1.4% |
| 3Y | +77.2% | +60.7% | +16.5% | +30.3% |
| 5Y | +84.1% | +91.6% | -7.4% | +20.7% |
| All | +318.0% | +445.1% | -127.0% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling