+85.2%
AME vs MKC
-34.7%
+119.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | +1.3% | -4.3% | +5.6% | +2.0% |
| 30D | -6.6% | -3.1% | -3.5% | -6.2% |
| 3M | +3.0% | +6.8% | -3.9% | +1.4% |
| 6M | +5.3% | -18.3% | +23.6% | +9.4% |
| YTD | +15.4% | -23.1% | +38.5% | +21.1% |
| 1Y | +26.8% | -23.7% | +50.5% | +33.1% |
| 3Y | +56.5% | -31.0% | +87.5% | +68.0% |
| 5Y | +85.2% | -33.5% | +118.8% | +92.6% |
| All | +85.2% | -34.7% | +119.9% | +92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling