+91.1%
AME vs MKTX
-60.5%
+151.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.3% | +3.3% |
| 7D | +1.7% | -0.2% | +2.0% | +1.8% |
| 30D | -6.4% | +0.7% | -7.2% | -6.5% |
| 3M | +7.1% | +40.8% | -33.7% | +2.9% |
| 6M | +8.2% | -8.0% | +16.2% | +9.2% |
| YTD | +18.2% | -8.7% | +26.9% | +19.3% |
| 1Y | +26.7% | -11.8% | +38.6% | +28.5% |
| 3Y | +60.7% | -24.0% | +84.7% | +62.2% |
| All | +91.1% | -60.5% | +151.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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