+438.3%
AME vs COO
+40.1%
+398.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.0% |
| 7D | +8.1% | -2.1% | +10.2% | +8.9% |
| 30D | -3.8% | +13.9% | -17.7% | -8.8% |
| 3M | -6.6% | -18.9% | +12.3% | +0.2% |
| 6M | +4.6% | +3.7% | +0.8% | +0.9% |
| YTD | +17.9% | -24.1% | +42.1% | +29.1% |
| 1Y | +23.2% | -14.2% | +37.4% | +28.0% |
| 3Y | +62.9% | -24.5% | +87.4% | +70.1% |
| 5Y | +77.5% | -40.4% | +117.9% | +102.9% |
| All | +438.3% | +40.1% | +398.3% | +385.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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