+19,070.1%
AME vs COO
+5,406.0%
+13,664.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +1.1% | -2.3% | +3.4% | +1.3% |
| 30D | -4.1% | +13.3% | -17.4% | -5.2% |
| 3M | -6.3% | -18.1% | +11.7% | -5.0% |
| 6M | +3.5% | +6.7% | -3.1% | +2.6% |
| YTD | +17.3% | -23.2% | +40.5% | +19.5% |
| 1Y | +22.0% | -12.3% | +34.3% | +22.9% |
| 3Y | +62.0% | -23.6% | +85.6% | +64.2% |
| 5Y | +78.5% | -38.7% | +117.2% | +83.6% |
| 10Y | +441.6% | +42.2% | +399.4% | +427.1% |
| All | +19,070.1% | +5,406.0% | +13,664.1% | +16,237.1% |
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