Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AME vs M✓SelectedUSD · MAME vs M performance historyLatest closeAs of+1.50%09/04
Stock and ETF performance explorer

AME vs M

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+14,818.9%
M return
+396.5%
Excess return
+14,422.4%
Maximum drawdown
-53.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioMExcessAlpha
1D+1.5%+2.6%-1.1%+1.0%
7D+0.6%+4.7%-4.1%-0.3%
30D-6.7%-9.6%+3.0%-4.8%
3M+4.1%+0.9%+3.2%+3.5%
6M+1.6%+22.3%-20.7%-3.2%
YTD+16.1%+6.5%+9.6%+13.4%
1Y+27.3%+38.8%-11.4%+17.2%
3Y+50.9%+115.9%-65.0%+20.0%
5Y+81.4%+28.6%+52.7%+50.0%
10Y+417.0%-2.5%+419.5%+280.6%
All+14,818.9%+396.5%+14,422.4%+6,789.3%

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