+93.0%
AME vs COMP
-51.7%
+144.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +1.1% | +2.2% | -1.1% | +0.9% |
| 30D | -4.1% | +16.3% | -20.4% | -5.5% |
| 3M | -6.3% | -19.1% | +12.8% | -5.0% |
| 6M | +3.5% | +17.1% | -13.6% | +1.4% |
| YTD | +17.3% | -2.9% | +20.2% | +15.7% |
| 1Y | +22.0% | +8.8% | +13.2% | +19.2% |
| 3Y | +62.0% | +423.5% | -361.5% | +38.0% |
| 5Y | +78.5% | -10.5% | +89.0% | +61.2% |
| All | +93.0% | -51.7% | +144.7% | +76.3% |
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