+416.2%
AME vs WPM
+545.0%
-128.8%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.4% |
| 30D | -8.6% | +12.5% | -21.1% | -9.8% |
| 3M | +5.8% | +40.6% | -34.8% | +2.0% |
| 6M | +3.8% | +0.5% | +3.3% | +3.1% |
| YTD | +14.4% | +29.0% | -14.6% | +11.1% |
| 1Y | +25.8% | +43.8% | -18.0% | +20.7% |
| 3Y | +55.2% | +266.3% | -211.1% | +36.1% |
| 5Y | +85.5% | +255.1% | -169.6% | +61.3% |
| All | +416.2% | +545.0% | -128.8% | +348.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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