+83.8%
SPYM vs AU
+686.2%
-602.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.8% |
| 7D | -0.8% | -4.3% | +3.5% | -0.4% |
| 30D | -1.1% | +7.3% | -8.4% | -1.8% |
| 3M | +3.9% | +26.3% | -22.4% | +1.6% |
| 6M | +13.6% | +1.8% | +11.9% | +12.6% |
| YTD | +12.7% | +26.8% | -14.1% | +9.5% |
| 1Y | +17.6% | +66.7% | -49.1% | +11.6% |
| 3Y | +77.2% | +579.1% | -501.8% | +46.8% |
| All | +83.8% | +686.2% | -602.5% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling