+19,216.3%
AME vs NTRS
+7,800.3%
+11,416.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.2% | +2.9% |
| 7D | +1.7% | +1.4% | +0.4% | +1.2% |
| 30D | -6.4% | -0.7% | -5.8% | -6.2% |
| 3M | +7.1% | +11.3% | -4.2% | +2.7% |
| 6M | +8.2% | +35.5% | -27.4% | -3.8% |
| YTD | +18.2% | +40.6% | -22.4% | +3.4% |
| 1Y | +26.7% | +49.2% | -22.5% | +8.3% |
| 3Y | +60.7% | +167.2% | -106.5% | +8.3% |
| 5Y | +91.6% | +94.9% | -3.4% | +41.6% |
| 10Y | +441.1% | +259.5% | +181.6% | +215.6% |
| All | +19,216.3% | +7,800.3% | +11,416.0% | +4,701.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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