+18,884.9%
AME vs LEN
+10,533.4%
+8,351.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +0.6% | -3.2% | +3.8% | +1.3% |
| 30D | -6.7% | -4.9% | -1.8% | -5.8% |
| 3M | +4.1% | -8.5% | +12.6% | +5.8% |
| 6M | +1.6% | -20.7% | +22.2% | +6.4% |
| YTD | +16.1% | -17.4% | +33.6% | +20.2% |
| 1Y | +27.3% | -38.2% | +65.6% | +40.0% |
| 3Y | +50.9% | -24.9% | +75.7% | +55.8% |
| 5Y | +81.4% | -11.4% | +92.8% | +77.8% |
| 10Y | +417.0% | +110.0% | +306.9% | +302.8% |
| All | +18,884.9% | +10,533.4% | +8,351.5% | +7,013.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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