+473.7%
AME vs AR
-27.2%
+500.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | +0.6% | +2.5% | -1.9% | +0.3% |
| 30D | -6.7% | +14.8% | -21.5% | -8.1% |
| 3M | +4.1% | +6.2% | -2.2% | +3.2% |
| 6M | +1.6% | +4.3% | -2.7% | +0.6% |
| YTD | +16.1% | +14.4% | +1.8% | +13.6% |
| 1Y | +27.3% | +21.3% | +6.0% | +23.3% |
| 3Y | +50.9% | +39.8% | +11.1% | +41.4% |
| 5Y | +81.4% | +142.1% | -60.7% | +54.9% |
| 10Y | +417.0% | +52.0% | +364.9% | +323.2% |
| All | +473.7% | -27.2% | +500.9% | +426.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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