+19,070.1%
AME vs HRB
+3,493.2%
+15,576.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -8.1% | +9.2% | +3.0% |
| 30D | -4.1% | +15.0% | -19.1% | -7.5% |
| 3M | -6.3% | +10.2% | -16.6% | -9.4% |
| 6M | +3.5% | +44.2% | -40.7% | -6.6% |
| YTD | +17.3% | +21.0% | -3.7% | +8.4% |
| 1Y | +22.0% | +12.0% | +10.0% | +14.8% |
| 3Y | +62.0% | +24.9% | +37.1% | +45.4% |
| 5Y | +78.5% | +144.6% | -66.1% | +32.5% |
| 10Y | +441.6% | +229.4% | +212.2% | +248.5% |
| All | +19,070.1% | +3,493.2% | +15,576.9% | +6,752.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling