+7,985.6%
AME vs GRMN
+6,966.1%
+1,019.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -4.1% | +6.3% | -10.5% | -5.9% |
| 30D | -4.1% | +7.6% | -11.7% | -6.3% |
| 3M | -5.6% | -7.5% | +1.8% | -3.8% |
| 6M | +2.8% | +21.2% | -18.4% | -3.7% |
| YTD | +16.6% | +44.0% | -27.4% | +3.6% |
| 1Y | +21.1% | +44.7% | -23.7% | +7.4% |
| 3Y | +61.1% | +160.5% | -99.4% | +17.5% |
| 5Y | +76.6% | +124.6% | -48.1% | +33.1% |
| 10Y | +431.3% | +651.6% | -220.3% | +192.3% |
| All | +7,985.6% | +6,966.1% | +1,019.5% | +2,481.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling