+19,216.3%
AME vs LUMN
+156.1%
+19,060.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.9% | +1.3% | +3.0% |
| 7D | +1.7% | +2.5% | -0.8% | +1.4% |
| 30D | -6.4% | +10.3% | -16.8% | -7.9% |
| 3M | +7.1% | -18.3% | +25.3% | +9.7% |
| 6M | +8.2% | +4.4% | +3.8% | +6.0% |
| YTD | +18.2% | -10.7% | +28.9% | +16.8% |
| 1Y | +26.7% | +14.0% | +12.8% | +18.4% |
| 3Y | +60.7% | +406.6% | -345.9% | -7.4% |
| 5Y | +91.6% | -36.8% | +128.4% | +69.1% |
| 10Y | +441.1% | -56.2% | +497.2% | +370.9% |
| All | +19,216.3% | +156.1% | +19,060.2% | +12,242.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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