+18,884.9%
AME vs RVTY
+2,416.7%
+16,468.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +0.6% | +1.1% | -0.5% | +0.3% |
| 30D | -6.7% | +13.2% | -19.9% | -9.7% |
| 3M | +4.1% | +27.2% | -23.2% | -2.5% |
| 6M | +1.6% | +32.4% | -30.8% | -6.1% |
| YTD | +16.1% | +34.9% | -18.7% | +6.5% |
| 1Y | +27.3% | +52.4% | -25.0% | +12.8% |
| 3Y | +50.9% | +12.3% | +38.6% | +40.8% |
| 5Y | +81.4% | -30.8% | +112.2% | +88.2% |
| 10Y | +417.0% | +150.7% | +266.3% | +288.3% |
| All | +18,884.9% | +2,416.7% | +16,468.2% | +7,748.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling