+193.4%
B vs AME
+421.6%
-228.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +2.3% | +2.8% | -0.5% | +1.8% |
| 30D | +1.4% | -6.3% | +7.6% | +2.5% |
| 3M | +12.2% | +5.4% | +6.8% | +11.1% |
| 6M | -2.1% | +7.4% | -9.6% | -3.3% |
| YTD | +2.9% | +16.2% | -13.2% | +0.7% |
| 1Y | +55.3% | +26.8% | +28.5% | +50.0% |
| 3Y | +198.7% | +57.5% | +141.2% | +178.1% |
| 5Y | +153.8% | +84.8% | +68.9% | +129.8% |
| 10Y | +193.4% | +424.3% | -230.9% | +162.3% |
| All | +193.4% | +421.6% | -228.2% | +162.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling