+13,916.8%
AME vs SM
+1,264.2%
+12,652.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.7% | +6.9% | +4.5% |
| 7D | -1.5% | -22.3% | +20.8% | +1.7% |
| 30D | -4.2% | -21.4% | +17.2% | -1.3% |
| 3M | -5.9% | +1.4% | -7.3% | -6.7% |
| 6M | +2.8% | +0.1% | +2.7% | +1.4% |
| YTD | +16.6% | +59.0% | -42.4% | +7.0% |
| 1Y | +22.1% | +64.3% | -42.2% | +11.4% |
| 3Y | +64.7% | -13.1% | +77.8% | +59.8% |
| 5Y | +76.6% | -13.9% | +90.5% | +64.8% |
| 10Y | +443.9% | +1.7% | +442.2% | +263.7% |
| All | +13,916.8% | +1,264.2% | +12,652.5% | +6,486.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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