+1,620.3%
AME vs BR
+1,286.0%
+334.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +1.3% |
| 7D | +2.8% | -5.9% | +8.7% | +6.0% |
| 30D | -6.3% | +1.9% | -8.2% | -7.6% |
| 3M | +5.4% | +14.7% | -9.3% | -3.1% |
| 6M | +7.4% | -12.8% | +20.2% | +13.1% |
| YTD | +16.2% | -23.0% | +39.2% | +29.7% |
| 1Y | +26.8% | -31.7% | +58.5% | +51.0% |
| 3Y | +57.5% | -4.8% | +62.3% | +53.6% |
| 5Y | +84.8% | +7.8% | +77.0% | +65.0% |
| 10Y | +424.3% | +184.1% | +240.2% | +167.2% |
| All | +1,620.3% | +1,286.0% | +334.3% | +254.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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