+19,178.1%
AME vs WSM
+38,390.8%
-19,212.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.0% | +1.3% |
| 7D | +8.1% | -3.2% | +11.3% | +8.7% |
| 30D | -3.8% | +4.6% | -8.4% | -4.7% |
| 3M | -6.6% | +2.4% | -9.1% | -7.2% |
| 6M | +4.6% | +43.7% | -39.1% | -1.9% |
| YTD | +17.9% | +42.1% | -24.2% | +10.6% |
| 1Y | +23.2% | +32.3% | -9.0% | +16.9% |
| 3Y | +62.9% | +253.0% | -190.1% | +27.7% |
| 5Y | +77.5% | +161.3% | -83.8% | +42.4% |
| 10Y | +444.7% | +1,105.9% | -661.2% | +225.0% |
| All | +19,178.1% | +38,390.8% | -19,212.7% | +7,081.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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