+2,652.8%
AME vs MKTX
+1,445.7%
+1,207.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | +0.1% | 0.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | -6.3% | +1.0% | -7.2% | -6.5% |
| 3M | +5.4% | +41.3% | -35.9% | -3.3% |
| 6M | +7.4% | -11.3% | +18.8% | +8.9% |
| YTD | +16.2% | -8.6% | +24.7% | +16.7% |
| 1Y | +26.8% | -11.1% | +37.9% | +27.9% |
| 3Y | +57.5% | -24.5% | +82.0% | +59.9% |
| 5Y | +84.8% | -61.4% | +146.3% | +114.2% |
| 10Y | +424.3% | +6.8% | +417.5% | +358.5% |
| All | +2,652.8% | +1,445.7% | +1,207.2% | +953.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling