+65.7%
VAMO vs SPY
+363.5%
-297.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.4% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +4.9% | +2.0% | +2.9% | +3.9% |
| 6M | +5.3% | +13.0% | -7.7% | -0.3% |
| YTD | +9.0% | +13.5% | -4.5% | +3.0% |
| 1Y | +14.7% | +20.0% | -5.3% | +5.9% |
| 3Y | +43.1% | +77.2% | -34.1% | +10.5% |
| 5Y | +65.1% | +81.9% | -16.7% | +25.5% |
| 10Y | +77.6% | +314.1% | -236.4% | +1.6% |
| All | +65.7% | +363.5% | -297.8% | -6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling