+76.8%
SPYM vs AU
+577.5%
-500.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.5% |
| 7D | -1.0% | -4.3% | +3.2% | -0.7% |
| 30D | -1.3% | +7.3% | -8.7% | -1.9% |
| 3M | +3.6% | +26.3% | -22.7% | +1.6% |
| 6M | +13.3% | +1.8% | +11.6% | +12.3% |
| YTD | +12.4% | +26.8% | -14.4% | +9.8% |
| 1Y | +17.3% | +66.7% | -49.4% | +12.5% |
| 3Y | +76.8% | +579.1% | -502.3% | +53.7% |
| All | +76.8% | +577.5% | -500.7% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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