+18,954.1%
AME vs COO
+5,493.5%
+13,460.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.7% | +4.0% |
| 7D | -1.5% | +4.3% | -5.8% | -1.9% |
| 30D | -4.2% | +17.6% | -21.7% | -5.5% |
| 3M | -5.9% | -13.9% | +7.9% | -5.0% |
| 6M | +2.8% | +6.6% | -3.7% | +1.9% |
| YTD | +16.6% | -22.0% | +38.6% | +18.6% |
| 1Y | +22.1% | -8.8% | +30.9% | +22.6% |
| 3Y | +64.7% | -21.5% | +86.2% | +66.5% |
| 5Y | +76.6% | -41.0% | +117.6% | +82.2% |
| 10Y | +443.9% | +40.9% | +403.0% | +429.4% |
| All | +18,954.1% | +5,493.5% | +13,460.6% | +16,117.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling