+95.0%
AME vs COMP
-52.0%
+146.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.2% | +0.3% |
| 7D | +5.9% | 0.0% | +5.9% | +5.8% |
| 30D | -1.9% | +16.6% | -18.5% | -3.3% |
| 3M | -5.4% | -23.5% | +18.2% | -3.6% |
| 6M | +4.9% | +25.7% | -20.8% | +2.2% |
| YTD | +18.5% | -3.4% | +21.9% | +16.9% |
| 1Y | +25.5% | +7.6% | +17.9% | +22.7% |
| 3Y | +63.0% | +423.6% | -360.6% | +38.8% |
| 5Y | +78.3% | -10.6% | +88.9% | +61.1% |
| All | +95.0% | -52.0% | +146.9% | +78.2% |
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