+252.0%
AME vs NTR
+97.9%
+154.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.6% | +3.4% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | -6.4% | +16.8% | -23.2% | -10.9% |
| 3M | +7.1% | +20.7% | -13.7% | +0.6% |
| 6M | +8.2% | +0.5% | +7.6% | +6.7% |
| YTD | +18.2% | +29.2% | -11.0% | +7.0% |
| 1Y | +26.7% | +39.6% | -12.8% | +11.1% |
| 3Y | +60.7% | +37.9% | +22.8% | +38.2% |
| 5Y | +91.6% | +47.1% | +44.5% | +40.2% |
| All | +252.0% | +97.9% | +154.0% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling