+445.6%
AG vs AME
+1,800.0%
-1,354.4%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.8% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | +19.2% | -6.7% | +25.9% | +23.6% |
| 3M | +6.2% | +4.1% | +2.1% | +3.9% |
| 6M | -26.7% | +1.6% | -28.3% | -27.0% |
| YTD | +26.1% | +16.1% | +10.0% | +17.1% |
| 1Y | +131.7% | +27.3% | +104.3% | +104.9% |
| 3Y | +255.3% | +50.9% | +204.5% | +182.4% |
| 5Y | +61.9% | +81.4% | -19.4% | +15.6% |
| 10Y | +72.0% | +417.0% | -344.9% | -38.8% |
| All | +445.6% | +1,800.0% | -1,354.4% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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