+58.6%
SPYM vs AS
+137.8%
-79.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | -0.6% | +4.5% | -5.1% | -1.2% |
| 30D | -3.7% | +13.2% | -16.9% | -5.5% |
| 3M | -2.7% | -11.9% | +9.2% | -1.0% |
| 6M | +2.2% | -11.6% | +13.8% | +3.7% |
| YTD | +10.9% | -14.7% | +25.6% | +12.6% |
| 1Y | +11.3% | +5.7% | +5.6% | +9.3% |
| All | +58.6% | +137.8% | -79.2% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling