+433.0%
AME vs HRB
+209.1%
+223.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.2% |
| 7D | +1.7% | -8.0% | +9.8% | +3.4% |
| 30D | -6.4% | -16.0% | +9.5% | -3.4% |
| 3M | +7.1% | +26.9% | -19.8% | +1.0% |
| 6M | +8.2% | +51.1% | -43.0% | -2.9% |
| YTD | +18.2% | +7.1% | +11.1% | +14.5% |
| 1Y | +26.7% | -9.6% | +36.4% | +27.7% |
| 3Y | +60.7% | +25.4% | +35.3% | +45.4% |
| 5Y | +91.6% | +114.9% | -23.3% | +46.5% |
| All | +433.0% | +209.1% | +223.9% | +247.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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