+14,814.9%
AME vs IT
+6,105.9%
+8,709.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.5% |
| 7D | +0.6% | -6.0% | +6.7% | +1.9% |
| 30D | -6.7% | 0.0% | -6.7% | -7.0% |
| 3M | +4.1% | +13.1% | -9.0% | -0.2% |
| 6M | +1.6% | +11.7% | -10.1% | -3.3% |
| YTD | +16.1% | -26.1% | +42.2% | +19.9% |
| 1Y | +27.3% | -21.3% | +48.6% | +29.0% |
| 3Y | +50.9% | -46.7% | +97.6% | +63.6% |
| 5Y | +81.4% | -40.5% | +121.9% | +90.7% |
| 10Y | +417.0% | +103.9% | +313.1% | +313.3% |
| All | +14,814.9% | +6,105.9% | +8,709.1% | +6,462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling