+84.1%
AME vs COMP
-52.0%
+136.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.7% | -8.2% | +1.6% |
| 7D | -5.2% | +13.4% | -18.6% | -6.2% |
| 30D | -8.0% | +11.1% | -19.1% | -9.0% |
| 3M | -8.9% | -18.8% | +9.9% | -7.6% |
| 6M | -5.0% | +10.5% | -15.5% | -6.5% |
| YTD | +11.9% | -3.4% | +15.3% | +10.4% |
| 1Y | +16.6% | +19.7% | -3.1% | +13.1% |
| 3Y | +62.5% | +381.6% | -319.1% | +39.2% |
| 5Y | +67.6% | -17.6% | +85.2% | +51.8% |
| All | +84.1% | -52.0% | +136.1% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling