+13,865.8%
AME vs SM
+1,608.3%
+12,257.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +1.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -6.7% | +26.3% | -33.0% | -9.7% |
| 3M | +4.1% | +8.7% | -4.6% | +2.2% |
| 6M | +1.6% | +51.7% | -50.1% | -5.4% |
| YTD | +16.1% | +99.0% | -82.9% | +4.0% |
| 1Y | +27.3% | +34.6% | -7.3% | +19.6% |
| 3Y | +50.9% | -7.8% | +58.6% | +45.6% |
| 5Y | +81.4% | +104.8% | -23.4% | +50.6% |
| 10Y | +417.0% | +7.2% | +409.7% | +244.6% |
| All | +13,865.8% | +1,608.3% | +12,257.5% | +6,299.5% |
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