+83.8%
SPYM vs AUR
-35.1%
+118.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.7% | +0.7% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -1.1% | -6.4% | +5.3% | -0.7% |
| 3M | +3.9% | +7.7% | -3.8% | +2.9% |
| 6M | +13.6% | +44.5% | -30.9% | +9.2% |
| YTD | +12.7% | +67.4% | -54.7% | +6.8% |
| 1Y | +17.6% | +15.4% | +2.1% | +14.4% |
| 3Y | +77.2% | +94.8% | -17.6% | +55.8% |
| All | +83.8% | -35.1% | +118.8% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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