+1,163.5%
C vs AME
+18,709.1%
-17,545.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -1.2% |
| 7D | +3.6% | +0.6% | +3.0% | +3.2% |
| 30D | +0.1% | -6.7% | +6.7% | +4.2% |
| 3M | +2.4% | +4.1% | -1.7% | -0.2% |
| 6M | +24.9% | +1.6% | +23.4% | +23.4% |
| YTD | +19.8% | +16.1% | +3.7% | +9.3% |
| 1Y | +44.9% | +27.3% | +17.5% | +24.8% |
| 3Y | +263.0% | +50.9% | +212.1% | +182.0% |
| 5Y | +129.5% | +81.4% | +48.2% | +58.8% |
| 10Y | +291.6% | +417.0% | -125.4% | +57.5% |
| All | +1,163.5% | +18,709.1% | -17,545.6% | +77.2% |
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