+362.6%
AME vs Z
+6.9%
+355.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.4% | +5.0% | +2.9% |
| 7D | -5.2% | -4.6% | -0.6% | -4.7% |
| 30D | -8.0% | +8.3% | -16.3% | -9.5% |
| 3M | -8.9% | -11.6% | +2.7% | -8.1% |
| 6M | -5.0% | -33.6% | +28.7% | -0.4% |
| YTD | +11.9% | -56.7% | +68.6% | +24.0% |
| 1Y | +16.6% | -59.1% | +75.8% | +30.2% |
| 3Y | +62.5% | -20.4% | +82.8% | +60.2% |
| 5Y | +67.6% | -55.3% | +122.9% | +72.6% |
| 10Y | +450.4% | -14.2% | +464.6% | +344.9% |
| All | +362.6% | +6.9% | +355.7% | +252.8% |
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