+440.7%
AME vs MKC
+25.8%
+414.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | +0.1% |
| 7D | +5.9% | -3.0% | +8.9% | +6.7% |
| 30D | -1.9% | +4.8% | -6.7% | -3.7% |
| 3M | -5.4% | -12.8% | +7.5% | -2.1% |
| 6M | +4.9% | +5.0% | -0.1% | +1.8% |
| YTD | +18.5% | -29.1% | +47.5% | +29.4% |
| 1Y | +25.5% | -26.4% | +51.9% | +35.3% |
| 3Y | +63.0% | -21.6% | +84.6% | +67.4% |
| 5Y | +78.3% | -35.2% | +113.6% | +93.0% |
| All | +440.7% | +25.8% | +414.9% | +407.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling