+24.4%
AME vs MULL
+1,070.1%
-1,045.6%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.2% |
| 7D | -4.1% | -32.2% | +28.1% | -1.9% |
| 30D | -4.1% | -55.4% | +51.2% | +0.5% |
| 3M | -5.6% | -41.3% | +35.6% | -3.4% |
| 6M | +2.8% | -44.9% | +47.7% | +1.8% |
| YTD | +16.6% | +192.4% | -175.8% | -0.9% |
| 1Y | +21.1% | +239.4% | -218.3% | +0.9% |
| All | +24.4% | +1,070.1% | -1,045.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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