+431.3%
AME vs RVTY
+212.9%
+218.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.4% |
| 7D | -4.1% | -2.7% | -1.5% | -3.2% |
| 30D | -4.1% | +3.2% | -7.4% | -5.2% |
| 3M | -5.6% | +37.2% | -42.8% | -15.9% |
| 6M | +2.8% | +57.7% | -54.8% | -13.3% |
| YTD | +16.6% | +64.8% | -48.2% | -4.3% |
| 1Y | +21.1% | +72.8% | -51.7% | -2.5% |
| 3Y | +61.1% | +89.8% | -28.7% | +19.4% |
| 5Y | +76.6% | -8.4% | +85.0% | +71.9% |
| 10Y | +431.3% | +219.5% | +211.9% | +168.2% |
| All | +431.3% | +212.9% | +218.4% | +168.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling