+9,540.8%
AME vs A
+457.0%
+9,083.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +0.6% | -1.9% | +2.6% | +1.2% |
| 30D | -6.7% | +6.9% | -13.6% | -8.6% |
| 3M | +4.1% | +9.2% | -5.2% | +1.2% |
| 6M | +1.6% | +25.7% | -24.1% | -5.7% |
| YTD | +16.1% | +11.5% | +4.6% | +11.3% |
| 1Y | +27.3% | +18.4% | +9.0% | +19.7% |
| 3Y | +50.9% | +26.6% | +24.3% | +36.8% |
| 5Y | +81.4% | -12.8% | +94.2% | +80.5% |
| 10Y | +417.0% | +247.2% | +169.8% | +254.2% |
| All | +9,540.8% | +457.0% | +9,083.8% | +5,035.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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