+416.2%
AME vs MKC
+29.3%
+386.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.1% | -0.6% |
| 7D | 0.0% | -2.8% | +2.8% | +0.8% |
| 30D | -8.6% | -3.4% | -5.2% | -7.8% |
| 3M | +5.8% | +3.8% | +2.0% | +3.9% |
| 6M | +3.8% | -17.9% | +21.8% | +9.5% |
| YTD | +14.4% | -23.6% | +38.1% | +23.0% |
| 1Y | +25.8% | -23.1% | +48.9% | +34.5% |
| 3Y | +55.2% | -31.5% | +86.7% | +70.0% |
| 5Y | +85.5% | -33.1% | +118.6% | +101.2% |
| All | +416.2% | +29.3% | +386.9% | +376.5% |
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