+69.5%
AME vs COO
-41.6%
+111.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +3.0% |
| 7D | -5.2% | +4.7% | -9.9% | -6.5% |
| 30D | -8.0% | +13.9% | -21.9% | -11.5% |
| 3M | -8.9% | -14.9% | +6.0% | -5.3% |
| 6M | -5.0% | +2.0% | -7.0% | -7.0% |
| YTD | +11.9% | -23.9% | +35.8% | +19.9% |
| 1Y | +16.6% | -9.6% | +26.3% | +18.4% |
| 3Y | +62.5% | -25.4% | +87.9% | +68.2% |
| All | +69.5% | -41.6% | +111.1% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling