+828.4%
SPYM vs AME
+2,023.0%
-1,194.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.1% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +0.1% | -6.7% | +6.8% | +3.3% |
| 3M | +2.0% | +4.1% | -2.0% | -0.2% |
| 6M | +13.1% | +1.6% | +11.5% | +11.5% |
| YTD | +13.6% | +16.1% | -2.5% | +5.0% |
| 1Y | +20.1% | +27.3% | -7.3% | +5.8% |
| 3Y | +77.6% | +50.9% | +26.7% | +42.2% |
| 5Y | +82.5% | +81.4% | +1.2% | +33.3% |
| 10Y | +317.6% | +417.0% | -99.4% | +87.3% |
| All | +828.4% | +2,023.0% | -1,194.6% | +131.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling