+440.7%
AME vs COO
+41.1%
+399.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.2% |
| 7D | +5.9% | +0.5% | +5.4% | +5.7% |
| 30D | -1.9% | +14.2% | -16.1% | -7.1% |
| 3M | -5.4% | -18.2% | +12.8% | +1.2% |
| 6M | +4.9% | +5.3% | -0.4% | +0.6% |
| YTD | +18.5% | -23.6% | +42.0% | +29.3% |
| 1Y | +25.5% | -12.7% | +38.1% | +29.4% |
| 3Y | +63.0% | -24.2% | +87.2% | +70.1% |
| 5Y | +78.3% | -40.0% | +118.3% | +103.2% |
| All | +440.7% | +41.1% | +399.6% | +386.6% |
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