+719.1%
B vs AME
+18,019.4%
-17,300.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | +0.2% |
| 7D | +9.6% | -5.2% | +14.8% | +10.3% |
| 30D | +3.5% | -8.0% | +11.5% | +4.7% |
| 3M | -1.6% | -8.9% | +7.3% | -0.4% |
| 6M | -1.7% | -5.0% | +3.3% | -1.0% |
| YTD | -5.3% | +11.9% | -17.2% | -6.7% |
| 1Y | +27.2% | +16.6% | +10.6% | +24.7% |
| 3Y | +166.1% | +62.5% | +103.6% | +148.4% |
| 5Y | +136.5% | +67.6% | +68.9% | +119.0% |
| 10Y | +172.2% | +450.4% | -278.1% | +112.1% |
| All | +719.1% | +18,019.4% | -17,300.3% | +496.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling