+2,001.0%
AME vs WU
-21.6%
+2,022.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.9% |
| 7D | +2.8% | -0.8% | +3.6% | +3.1% |
| 30D | -6.3% | -1.1% | -5.1% | -6.0% |
| 3M | +5.4% | -1.8% | +7.2% | +4.3% |
| 6M | +7.4% | -23.9% | +31.4% | +16.6% |
| YTD | +16.2% | -20.4% | +36.6% | +23.4% |
| 1Y | +26.8% | -10.6% | +37.4% | +27.6% |
| 3Y | +57.5% | -27.7% | +85.2% | +68.2% |
| 5Y | +84.8% | -51.1% | +136.0% | +124.7% |
| 10Y | +424.3% | -40.7% | +465.0% | +473.8% |
| All | +2,001.0% | -21.6% | +2,022.6% | +1,818.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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