+216.9%
B vs AME
+442.0%
-225.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.2% |
| 7D | -6.2% | +8.1% | -14.3% | -7.5% |
| 30D | -6.6% | -3.8% | -2.8% | -6.1% |
| 3M | -7.9% | -6.6% | -1.2% | -6.9% |
| 6M | -16.8% | +4.6% | -21.4% | -17.5% |
| YTD | -11.7% | +17.9% | -29.6% | -13.8% |
| 1Y | +3.5% | +23.2% | -19.7% | +0.3% |
| 3Y | +165.7% | +62.9% | +102.8% | +146.6% |
| 5Y | +108.4% | +77.5% | +30.9% | +89.7% |
| All | +216.9% | +442.0% | -225.1% | +212.4% |
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