+197.7%
B vs AME
+421.5%
-223.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.7% | -2.5% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | +9.4% | -6.7% | +16.1% | +10.8% |
| 3M | +5.0% | +4.1% | +0.9% | +4.2% |
| 6M | -3.5% | +1.6% | -5.1% | -3.9% |
| YTD | +4.5% | +16.1% | -11.7% | +2.2% |
| 1Y | +67.8% | +27.3% | +40.4% | +61.9% |
| 3Y | +196.7% | +50.9% | +145.8% | +178.0% |
| 5Y | +151.9% | +81.4% | +70.6% | +128.6% |
| All | +197.7% | +421.5% | -223.8% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling