+3,588.2%
AME vs SGI
+1,905.4%
+1,682.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -5.5% | +8.0% | +3.7% |
| 7D | -5.2% | +1.0% | -6.1% | -5.6% |
| 30D | -8.0% | +3.9% | -11.9% | -9.1% |
| 3M | -8.9% | -0.8% | -8.1% | -9.3% |
| 6M | -5.0% | -18.0% | +13.0% | -1.9% |
| YTD | +11.9% | -27.6% | +39.5% | +18.3% |
| 1Y | +16.6% | -27.2% | +43.9% | +23.1% |
| 3Y | +62.5% | +76.0% | -13.5% | +40.1% |
| 5Y | +67.6% | +50.0% | +17.6% | +44.8% |
| 10Y | +450.4% | +399.1% | +51.3% | +238.4% |
| All | +3,588.2% | +1,905.4% | +1,682.8% | +1,227.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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