+428.5%
AME vs IT
+88.4%
+340.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.1% |
| 7D | +1.3% | -9.1% | +10.5% | +4.0% |
| 30D | -6.6% | -12.2% | +5.6% | -3.4% |
| 3M | +3.0% | +7.8% | -4.8% | -1.7% |
| 6M | +5.3% | +2.0% | +3.3% | +0.8% |
| YTD | +15.4% | -32.7% | +48.2% | +26.4% |
| 1Y | +26.8% | -31.1% | +57.9% | +36.4% |
| 3Y | +56.5% | -52.1% | +108.6% | +86.4% |
| 5Y | +85.2% | -46.3% | +131.5% | +104.6% |
| 10Y | +428.5% | +91.4% | +337.2% | +224.5% |
| All | +428.5% | +88.4% | +340.1% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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