+57.5%
AME vs GME
+4.1%
+53.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.8% |
| 30D | -6.3% | -1.4% | -4.9% | -6.3% |
| 3M | +5.4% | -15.1% | +20.5% | +5.5% |
| 6M | +7.4% | -22.5% | +29.9% | +7.6% |
| YTD | +16.2% | -5.9% | +22.1% | +16.2% |
| 1Y | +26.8% | -18.6% | +45.5% | +26.9% |
| 3Y | +57.5% | +6.7% | +50.8% | +63.6% |
| All | +57.5% | +4.1% | +53.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling