+438.9%
AME vs AR
-32.8%
+471.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.8% | -3.1% | -5.6% |
| 7D | -11.4% | -11.7% | +0.3% | -10.3% |
| 30D | -12.1% | +1.8% | -14.0% | -12.3% |
| 3M | -12.3% | +6.0% | -18.3% | -13.1% |
| 6M | -4.6% | -7.0% | +2.4% | -4.3% |
| YTD | +9.1% | +5.6% | +3.5% | +7.5% |
| 1Y | +13.3% | +10.8% | +2.5% | +10.8% |
| 3Y | +58.2% | +19.3% | +38.9% | +50.9% |
| 5Y | +63.4% | +73.3% | -9.9% | +45.1% |
| 10Y | +436.7% | +47.6% | +389.1% | +339.7% |
| All | +438.9% | -32.8% | +471.8% | +398.5% |
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