+433.0%
AME vs WY
+7.6%
+425.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.3% | +2.9% | +3.1% |
| 7D | +1.7% | -4.2% | +5.9% | +3.6% |
| 30D | -6.4% | -10.1% | +3.6% | -2.2% |
| 3M | +7.1% | -8.5% | +15.6% | +10.6% |
| 6M | +8.2% | -3.3% | +11.5% | +9.0% |
| YTD | +18.2% | -4.4% | +22.6% | +19.1% |
| 1Y | +26.7% | -11.5% | +38.2% | +31.9% |
| 3Y | +60.7% | -24.3% | +85.0% | +74.9% |
| 5Y | +91.6% | -21.3% | +112.9% | +100.8% |
| All | +433.0% | +7.6% | +425.5% | +344.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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