+91.9%
AME vs COMP
-49.2%
+141.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.7% | -1.5% | +3.7% |
| 7D | -1.5% | +14.5% | -16.1% | -2.7% |
| 30D | -4.2% | +14.9% | -19.1% | -5.4% |
| 3M | -5.9% | -14.2% | +8.3% | -5.0% |
| 6M | +2.8% | +23.7% | -20.9% | +0.3% |
| YTD | +16.6% | +2.1% | +14.5% | +14.5% |
| 1Y | +22.1% | +26.2% | -4.1% | +17.9% |
| 3Y | +64.7% | +470.9% | -406.2% | +39.4% |
| 5Y | +76.6% | -14.0% | +90.6% | +59.3% |
| All | +91.9% | -49.2% | +141.1% | +74.6% |
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