+246.0%
AME vs NTR
+103.6%
+142.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.8% | +3.8% | -1.1% | +1.6% |
| 30D | -6.3% | +25.2% | -31.5% | -12.6% |
| 3M | +5.4% | +21.0% | -15.6% | -1.0% |
| 6M | +7.4% | +7.6% | -0.2% | +3.7% |
| YTD | +16.2% | +32.9% | -16.7% | +4.3% |
| 1Y | +26.8% | +43.1% | -16.2% | +10.4% |
| 3Y | +57.5% | +41.6% | +15.9% | +34.4% |
| 5Y | +84.8% | +54.8% | +30.1% | +32.4% |
| All | +246.0% | +103.6% | +142.4% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling