+416.2%
AME vs GRMN
+646.1%
-229.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | 0.0% | -1.8% | +1.8% | +0.8% |
| 30D | -8.6% | -12.1% | +3.5% | -3.4% |
| 3M | +5.8% | +18.0% | -12.2% | -2.9% |
| 6M | +3.8% | +13.7% | -9.9% | -3.4% |
| YTD | +14.4% | +35.3% | -20.9% | -2.1% |
| 1Y | +25.8% | +17.2% | +8.5% | +14.1% |
| 3Y | +55.2% | +179.6% | -124.4% | -16.5% |
| 5Y | +85.5% | +75.6% | +10.0% | +29.2% |
| All | +416.2% | +646.1% | -229.8% | +59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GRMN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling