+14,818.9%
AME vs M
+396.5%
+14,422.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 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