+14,271.8%
AME vs M
+401.4%
+13,870.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.6% | +7.1% | +3.5% |
| 7D | -5.2% | -4.3% | -0.9% | -4.5% |
| 30D | -8.0% | +1.3% | -9.3% | -8.5% |
| 3M | -8.9% | -7.4% | -1.5% | -7.9% |
| 6M | -5.0% | +18.3% | -23.3% | -9.1% |
| YTD | +11.9% | +7.6% | +4.3% | +8.6% |
| 1Y | +16.6% | +17.4% | -0.8% | +11.0% |
| 3Y | +62.5% | +108.4% | -45.9% | +30.0% |
| 5Y | +67.6% | -10.6% | +78.2% | +50.9% |
| 10Y | +450.4% | -3.2% | +453.5% | +304.8% |
| All | +14,271.8% | +401.4% | +13,870.4% | +6,497.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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