+19,263.6%
AME vs RRX
+4,247.4%
+15,016.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.2% |
| 7D | +5.9% | +4.3% | +1.5% | +4.3% |
| 30D | -1.9% | +12.3% | -14.2% | -5.9% |
| 3M | -5.4% | +3.7% | -9.0% | -6.8% |
| 6M | +4.9% | -13.9% | +18.8% | +8.4% |
| YTD | +18.5% | +26.5% | -8.0% | +6.2% |
| 1Y | +25.5% | +29.3% | -3.9% | +11.3% |
| 3Y | +63.0% | +65.6% | -2.5% | +26.6% |
| 5Y | +78.3% | +10.6% | +67.7% | +54.3% |
| 10Y | +447.1% | +202.9% | +244.2% | +230.6% |
| All | +19,263.6% | +4,247.4% | +15,016.2% | +8,055.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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