+519.2%
AME vs NWSA
+127.4%
+391.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +2.2% |
| 7D | +0.6% | -1.9% | +2.5% | +1.3% |
| 30D | -6.7% | +4.6% | -11.3% | -8.4% |
| 3M | +4.1% | +13.2% | -9.2% | -1.6% |
| 6M | +1.6% | +27.0% | -25.4% | -8.6% |
| YTD | +16.1% | +16.8% | -0.7% | +7.6% |
| 1Y | +27.3% | +4.5% | +22.8% | +23.1% |
| 3Y | +50.9% | +46.2% | +4.6% | +25.8% |
| 5Y | +81.4% | +40.9% | +40.5% | +48.8% |
| 10Y | +417.0% | +145.1% | +271.8% | +204.3% |
| All | +519.2% | +127.4% | +391.8% | +275.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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