+1,497.8%
AME vs GNRC
+2,120.5%
-622.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.8% | +4.8% | -2.1% | +1.6% |
| 30D | -6.3% | -10.4% | +4.1% | -3.8% |
| 3M | +5.4% | -28.5% | +33.8% | +13.7% |
| 6M | +7.4% | -6.8% | +14.2% | +7.9% |
| YTD | +16.2% | +39.5% | -23.3% | +4.7% |
| 1Y | +26.8% | +3.4% | +23.4% | +22.0% |
| 3Y | +57.5% | +65.1% | -7.6% | +30.4% |
| 5Y | +84.8% | -57.1% | +141.9% | +101.1% |
| 10Y | +424.3% | +432.5% | -8.2% | +161.5% |
| All | +1,497.8% | +2,120.5% | -622.7% | +379.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling