+38.9%
VAMO vs SPY
+74.6%
-35.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -0.5% | -0.9% | +0.5% | -0.2% |
| 30D | +0.5% | -2.4% | +2.9% | +1.2% |
| 3M | -2.9% | -1.2% | -1.7% | -2.6% |
| 6M | +1.4% | +3.3% | -1.9% | +0.2% |
| YTD | +4.9% | +12.3% | -7.4% | +0.8% |
| 1Y | +8.5% | +12.4% | -3.9% | +4.3% |
| 3Y | +42.4% | +78.8% | -36.4% | +18.0% |
| 5Y | +38.9% | +75.2% | -36.3% | +24.5% |
| All | +38.9% | +74.6% | -35.7% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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