+18,888.1%
AME vs RRX
+3,925.9%
+14,962.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | -0.2% |
| 7D | +2.8% | +4.3% | -1.5% | +1.3% |
| 30D | -6.3% | -8.0% | +1.7% | -3.7% |
| 3M | +5.4% | -22.0% | +27.4% | +13.2% |
| 6M | +7.4% | -11.9% | +19.3% | +9.8% |
| YTD | +16.2% | +17.1% | -0.9% | +7.2% |
| 1Y | +26.8% | +14.9% | +11.9% | +16.8% |
| 3Y | +57.5% | +6.9% | +50.6% | +41.2% |
| 5Y | +84.8% | +19.6% | +65.3% | +55.6% |
| 10Y | +424.3% | +215.9% | +208.4% | +214.0% |
| All | +18,888.1% | +3,925.9% | +14,962.2% | +8,131.6% |
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