+186.7%
B vs AME
+442.8%
-256.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.1% |
| 7D | +9.6% | -5.2% | +14.8% | +10.4% |
| 30D | +3.5% | -8.0% | +11.5% | +4.9% |
| 3M | -1.6% | -8.9% | +7.3% | -0.1% |
| 6M | -1.7% | -5.0% | +3.3% | -0.9% |
| YTD | -5.3% | +11.9% | -17.2% | -6.8% |
| 1Y | +27.2% | +16.6% | +10.6% | +24.6% |
| 3Y | +166.1% | +62.5% | +103.6% | +148.0% |
| 5Y | +136.5% | +67.6% | +68.9% | +117.8% |
| All | +186.7% | +442.8% | -256.1% | +204.1% |
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