+380.2%
AME vs Z
+25.1%
+355.1%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.8% |
| 7D | +0.6% | -3.0% | +3.6% | +1.0% |
| 30D | -6.7% | -4.2% | -2.5% | -6.3% |
| 3M | +4.1% | -3.7% | +7.8% | +4.1% |
| 6M | +1.6% | -24.5% | +26.1% | +5.0% |
| YTD | +16.1% | -49.3% | +65.4% | +26.7% |
| 1Y | +27.3% | -58.7% | +86.0% | +42.7% |
| 3Y | +50.9% | -34.1% | +85.0% | +53.8% |
| 5Y | +81.4% | -64.5% | +145.9% | +92.5% |
| 10Y | +417.0% | -0.5% | +417.4% | +311.4% |
| All | +380.2% | +25.1% | +355.1% | +260.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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