+416.2%
AME vs GME
+271.8%
+144.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -0.9% |
| 7D | 0.0% | +6.0% | -6.0% | -0.1% |
| 30D | -8.6% | +8.3% | -16.9% | -8.7% |
| 3M | +5.8% | -9.1% | +14.8% | +5.9% |
| 6M | +3.8% | -16.3% | +20.2% | +4.1% |
| YTD | +14.4% | +1.5% | +12.9% | +14.3% |
| 1Y | +25.8% | -16.3% | +42.1% | +26.0% |
| 3Y | +55.2% | +15.1% | +40.0% | +51.1% |
| 5Y | +85.5% | -57.2% | +142.7% | +81.7% |
| All | +416.2% | +271.8% | +144.5% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling