+291.9%
C vs AME
+419.5%
-127.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.6% |
| 7D | +3.6% | +0.6% | +3.0% | +3.1% |
| 30D | +0.1% | -6.7% | +6.7% | +5.9% |
| 3M | +2.4% | +4.1% | -1.7% | -1.4% |
| 6M | +24.9% | +1.6% | +23.4% | +22.2% |
| YTD | +19.8% | +16.1% | +3.7% | +4.4% |
| 1Y | +44.9% | +27.3% | +17.5% | +16.1% |
| 3Y | +263.0% | +50.9% | +212.1% | +146.4% |
| 5Y | +129.5% | +81.4% | +48.2% | +28.4% |
| All | +291.9% | +419.5% | -127.6% | -4.8% |
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 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