+5,691.4%
AME vs GME
+1,082.6%
+4,608.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | +0.6% | +7.2% | -6.6% | +0.3% |
| 30D | -6.7% | +0.8% | -7.5% | -6.7% |
| 3M | +4.1% | -14.0% | +18.0% | +4.8% |
| 6M | +1.6% | -19.7% | +21.3% | +2.5% |
| YTD | +16.1% | -4.6% | +20.7% | +16.1% |
| 1Y | +27.3% | -14.3% | +41.7% | +27.9% |
| 3Y | +50.9% | +4.0% | +46.8% | +39.5% |
| 5Y | +81.4% | -62.2% | +143.6% | +71.1% |
| 10Y | +417.0% | +241.4% | +175.6% | +134.9% |
| All | +5,691.4% | +1,082.6% | +4,608.8% | +1,773.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling