+3,716.0%
ALL vs AME
+14,532.0%
-10,816.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.9% |
| 7D | 0.0% | +0.6% | -0.6% | -0.2% |
| 30D | -1.5% | -6.7% | +5.2% | +1.1% |
| 3M | +23.6% | +4.1% | +19.6% | +20.9% |
| 6M | +22.3% | +1.6% | +20.8% | +20.3% |
| YTD | +26.5% | +16.1% | +10.4% | +17.7% |
| 1Y | +27.0% | +27.3% | -0.3% | +13.6% |
| 3Y | +149.6% | +50.9% | +98.7% | +105.4% |
| 5Y | +118.1% | +81.4% | +36.7% | +65.4% |
| 10Y | +369.0% | +417.0% | -48.0% | +134.0% |
| All | +3,716.0% | +14,532.0% | -10,816.1% | +751.3% |
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