+788.4%
AU vs AME
+7,824.3%
-7,035.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | -3.6% | +0.6% | -4.3% | -3.8% |
| 30D | +23.9% | -6.7% | +30.6% | +25.9% |
| 3M | +19.1% | +4.1% | +15.0% | +17.8% |
| 6M | -0.2% | +1.6% | -1.7% | -0.3% |
| YTD | +32.5% | +16.1% | +16.3% | +28.1% |
| 1Y | +96.9% | +27.3% | +69.6% | +86.3% |
| 3Y | +614.7% | +50.9% | +563.9% | +540.8% |
| 5Y | +647.7% | +81.4% | +566.3% | +536.0% |
| 10Y | +679.2% | +417.0% | +262.2% | +379.8% |
| All | +788.4% | +7,824.3% | -7,035.9% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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