+3,646.0%
ALL vs AME
+13,995.5%
-10,349.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -5.4% |
| 7D | -1.9% | -5.2% | +3.2% | -0.2% |
| 30D | +13.8% | -8.0% | +21.8% | +16.9% |
| 3M | -7.0% | -8.9% | +1.9% | -4.3% |
| 6M | +18.0% | -5.0% | +23.0% | +18.7% |
| YTD | +24.2% | +11.9% | +12.3% | +16.5% |
| 1Y | +31.2% | +16.6% | +14.5% | +20.9% |
| 3Y | +107.5% | +62.5% | +45.1% | +64.6% |
| 5Y | +144.8% | +67.6% | +77.2% | +90.4% |
| 10Y | +375.8% | +450.4% | -74.6% | +130.7% |
| All | +3,646.0% | +13,995.5% | -10,349.5% | +742.1% |
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