| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | AMOM | SPY | Δ |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 · ytd | +4.3% | +0.4% | −7.4% | +17.7% | +8.1% | +7.2% | −13.2% | — | — | — | — | — | +14.8% | +9.3% | +5.4pp |
| 2025 | +2.9% | −9.5% | −10.4% | +5.0% | +7.7% | +7.4% | +0.5% | −1.2% | +6.4% | +4.7% | −4.4% | +0.5% | +7.7% | +17.7% | −10.0pp |
| 2024 | +5.9% | +8.4% | +1.1% | −5.4% | +6.2% | +5.8% | −2.0% | +1.4% | +5.0% | −1.0% | +8.7% | −2.0% | +35.8% | +24.9% | +10.9pp |
| 2023 | +6.1% | −1.6% | +3.5% | +1.1% | +1.1% | +7.7% | +2.5% | −1.2% | −6.8% | −1.9% | +9.9% | +4.9% | +27.1% | +26.2% | +0.9pp |
| 2022 | −15.5% | −6.5% | +3.3% | −5.7% | −0.2% | −11.7% | +8.6% | −1.7% | −8.0% | +13.9% | +3.3% | −5.9% | −26.3% | −18.2% | −8.1pp |
| 2021 | −1.5% | +2.6% | +2.9% | +5.4% | +0.4% | +4.5% | +0.2% | +0.0% | −5.6% | +7.4% | −2.2% | −1.7% | +12.4% | +28.7% | −16.3pp |
| 2020 | +1.7% | −7.3% | −6.2% | +12.4% | +9.8% | +5.4% | +12.2% | +11.2% | −4.2% | −3.8% | +11.9% | +3.8% | +53.8% | +18.3% | +35.5pp |
| 2019 · part | — | — | — | — | — | +5.7% | +2.2% | +1.4% | −1.5% | −0.1% | +2.1% | +2.3% | +12.4% | +31.2% | −18.8pp |
A month’s return is its month-end close over the prior month-end’s, so a year’s figure is exactly the product of its twelve monthly cells — no separate annualisation, no resampling. A blank cell means no return exists for that month (the series had not started, or it is the very first month-end, which has nothing to be measured against). Blank is never zero.
Basis. AMOM is on the total return (splits + dividends) basis, SPY on the total return (splits + dividends) basis. Both columns are on the same basis, so the Δ column is a like-for-like difference.
Partial years. A year marked “ytd” or “part” does not cover the full calendar year: either the stored history starts inside it (the figure is measured from the first month-end present) or the data stops before December (the figure runs through the last stored close). The row’s own tooltip names the exact boundary. It is never dressed up as a calendar-year return.
End of day. These are stored end-of-day closes, and the window is anchored on the LAST stored bar rather than today’s date — so the newest row ends where the data ends. Nothing here is intraday.
| Month | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Years ⓘ | 7 | 7 | 7 | 7 | 7 | 8 | 8 | 7 | 7 | 7 | 7 | 7 |
| Positive ⓘ | 71% | 43% | 57% | 71% | 86% | 88% | 75% | 43% | 29% | 43% | 71% | 57% |
| Median | +2.9% | −1.6% | +1.1% | +5.0% | +6.2% | +5.7% | +1.3% | +0.0% | −4.2% | −0.1% | +3.3% | +0.5% |
| Best | +6.1% | +8.4% | +3.5% | +17.7% | +9.8% | +7.7% | +12.2% | +11.2% | +6.4% | +13.9% | +11.9% | +4.9% |
| Worst | −15.5% | −9.5% | −10.4% | −5.7% | −0.2% | −11.7% | −13.2% | −1.7% | −8.0% | −3.8% | −4.4% | −5.9% |
| vs SPY ⓘ | +0.2pp | +0.6pp | −1.6pp | +0.1pp | +1.2pp | +2.3pp | −1.3pp | +0.4pp | −0.4pp | +0.3pp | −1.4pp | +0.1pp |
86 monthly observations across 2019–2026, benchmark SPY. The highlighted column is the current calendar month. Months are calendar months, not rolling 30-day windows.
