+207.2%
C vs AME
+442.0%
-234.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.6% |
| 7D | +4.7% | +8.1% | -3.4% | -1.8% |
| 30D | +0.2% | -3.8% | +3.9% | +2.8% |
| 3M | -9.3% | -6.6% | -2.7% | -4.9% |
| 6M | -0.8% | +4.6% | -5.4% | -5.7% |
| YTD | +8.5% | +17.9% | -9.4% | -7.4% |
| 1Y | +23.1% | +23.2% | -0.1% | +1.2% |
| 3Y | +220.8% | +62.9% | +157.8% | +102.3% |
| 5Y | +112.4% | +77.5% | +34.9% | +20.9% |
| All | +207.2% | +442.0% | -234.9% | -26.1% |
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