+87.1%
AME vs GME
-59.9%
+147.0%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.8% |
| 7D | +1.3% | +4.8% | -3.5% | +1.2% |
| 30D | -6.6% | +5.9% | -12.4% | -6.7% |
| 3M | +3.0% | -10.7% | +13.7% | +3.2% |
| 6M | +5.3% | -19.8% | +25.1% | +5.8% |
| YTD | +15.4% | -0.9% | +16.4% | +15.3% |
| 1Y | +26.8% | -15.7% | +42.5% | +27.2% |
| 3Y | +56.5% | +12.3% | +44.2% | +48.3% |
| All | +87.1% | -59.9% | +147.0% | +80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling