+435.3%
AME vs GRMN
+656.8%
-221.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | +1.1% | +1.7% | -0.6% | +0.4% |
| 30D | -4.1% | +10.2% | -14.3% | -8.3% |
| 3M | -6.3% | -4.7% | -1.6% | -4.9% |
| 6M | +3.5% | +22.3% | -18.7% | -6.8% |
| YTD | +17.3% | +46.7% | -29.4% | -3.5% |
| 1Y | +22.0% | +49.6% | -27.6% | -0.6% |
| 3Y | +62.0% | +165.3% | -103.3% | -9.0% |
| 5Y | +78.5% | +130.3% | -51.8% | +6.8% |
| All | +435.3% | +656.8% | -221.5% | +71.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling