+440.7%
AME vs HRB
+221.6%
+219.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.9% | +0.7% |
| 7D | +5.9% | -5.1% | +11.0% | +6.9% |
| 30D | -1.9% | +8.7% | -10.6% | -3.8% |
| 3M | -5.4% | -5.4% | 0.0% | -4.9% |
| 6M | +4.9% | +41.6% | -36.6% | -3.7% |
| YTD | +18.5% | +18.7% | -0.2% | +12.0% |
| 1Y | +25.5% | +16.4% | +9.0% | +19.0% |
| 3Y | +63.0% | +22.0% | +41.0% | +49.1% |
| 5Y | +78.3% | +141.2% | -62.9% | +32.6% |
| All | +440.7% | +221.6% | +219.1% | +252.0% |
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