+91.1%
AME vs COO
-52.5%
+143.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.5% | +3.7% | +3.4% |
| 7D | +1.7% | -22.5% | +24.3% | +9.0% |
| 30D | -6.4% | -29.7% | +23.3% | +3.2% |
| 3M | +7.1% | -20.1% | +27.2% | +13.3% |
| 6M | +8.2% | -26.9% | +35.1% | +17.5% |
| YTD | +18.2% | -34.2% | +52.4% | +32.5% |
| 1Y | +26.7% | -21.3% | +48.0% | +34.0% |
| 3Y | +60.7% | -38.7% | +99.4% | +77.5% |
| All | +91.1% | -52.5% | +143.6% | +127.8% |
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 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