+91.1%
AME vs GNRC
-58.7%
+149.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.9% | +0.3% | +2.7% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | -6.4% | -15.7% | +9.3% | -3.5% |
| 3M | +7.1% | -27.3% | +34.4% | +13.1% |
| 6M | +8.2% | -12.1% | +20.2% | +9.9% |
| YTD | +18.2% | +37.1% | -18.9% | +10.6% |
| 1Y | +26.7% | -0.5% | +27.2% | +24.7% |
| 3Y | +60.7% | +61.5% | -0.8% | +42.7% |
| All | +91.1% | -58.7% | +149.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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