+78.9%
SPYM vs AME
+55.3%
+23.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +0.6% | +2.8% | -2.2% | -0.5% |
| 30D | -0.9% | -6.3% | +5.3% | +1.5% |
| 3M | +3.9% | +5.4% | -1.5% | +1.5% |
| 6M | +14.5% | +7.4% | +7.1% | +10.7% |
| YTD | +13.0% | +16.2% | -3.2% | +5.6% |
| 1Y | +19.4% | +26.8% | -7.4% | +7.4% |
| 3Y | +78.9% | +57.5% | +21.4% | +42.8% |
| All | +78.9% | +55.3% | +23.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling