+208.6%
B vs AME
+438.4%
-229.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | 0.0% | -6.1% | -6.1% |
| 7D | +7.1% | -4.1% | +11.3% | +7.8% |
| 30D | -3.3% | -4.1% | +0.8% | -2.7% |
| 3M | -2.5% | -5.6% | +3.1% | -1.7% |
| 6M | -7.2% | +2.8% | -10.1% | -7.8% |
| YTD | -7.4% | +16.6% | -24.0% | -9.5% |
| 1Y | +16.4% | +21.1% | -4.7% | +13.2% |
| 3Y | +178.7% | +61.1% | +117.6% | +159.0% |
| 5Y | +121.7% | +76.6% | +45.1% | +101.9% |
| 10Y | +208.6% | +431.3% | -222.7% | +193.5% |
| All | +208.6% | +438.4% | -229.8% | +193.5% |
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