+57.0%
AME vs MKC
-31.2%
+88.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | +1.3% | -4.3% | +5.6% | +1.6% |
| 30D | -6.6% | -3.1% | -3.5% | -6.4% |
| 3M | +3.0% | +6.8% | -3.9% | +2.3% |
| 6M | +5.3% | -18.3% | +23.6% | +7.7% |
| YTD | +15.4% | -23.1% | +38.5% | +18.7% |
| 1Y | +26.8% | -23.7% | +50.5% | +30.5% |
| All | +57.0% | -31.2% | +88.2% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling