+813.5%
SPYM vs AU
+221.9%
+591.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -2.0% | -7.0% | +5.0% | -1.5% |
| 30D | -1.6% | +7.3% | -8.9% | -2.3% |
| 3M | +4.7% | +33.2% | -28.5% | +2.2% |
| 6M | +12.6% | -0.6% | +13.2% | +11.9% |
| YTD | +11.8% | +26.2% | -14.4% | +8.9% |
| 1Y | +17.5% | +68.3% | -50.7% | +11.7% |
| 3Y | +77.0% | +592.1% | -515.2% | +48.9% |
| 5Y | +82.6% | +685.3% | -602.7% | +50.1% |
| 10Y | +320.3% | +682.5% | -362.2% | +231.0% |
| All | +813.5% | +221.9% | +591.6% | +618.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling