+18,884.9%
AME vs COO
+5,988.7%
+12,896.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +1.6% |
| 7D | +0.6% | -2.2% | +2.8% | +0.8% |
| 30D | -6.7% | -7.0% | +0.3% | -6.1% |
| 3M | +4.1% | +12.2% | -8.1% | +3.0% |
| 6M | +1.6% | -15.1% | +16.7% | +2.9% |
| YTD | +16.1% | -15.1% | +31.2% | +17.6% |
| 1Y | +27.3% | +2.3% | +25.0% | +26.9% |
| 3Y | +50.9% | -23.7% | +74.5% | +53.2% |
| 5Y | +81.4% | -38.9% | +120.3% | +86.9% |
| 10Y | +417.0% | +49.9% | +367.0% | +401.3% |
| All | +18,884.9% | +5,988.7% | +12,896.2% | +15,977.3% |
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