+998.2%
C vs AME
+18,019.4%
-17,021.2%
-98.0%
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% | -1.0% |
| 7D | -2.4% | -5.2% | +2.8% | +0.5% |
| 30D | -6.0% | -8.0% | +2.0% | -1.5% |
| 3M | -10.5% | -8.9% | -1.6% | -6.0% |
| 6M | -5.7% | -5.0% | -0.7% | -3.5% |
| YTD | +4.1% | +11.9% | -7.8% | -3.3% |
| 1Y | +20.5% | +16.6% | +3.8% | +9.2% |
| 3Y | +208.1% | +62.5% | +145.6% | +128.5% |
| 5Y | +110.4% | +67.6% | +42.8% | +52.1% |
| 10Y | +234.6% | +450.4% | -215.8% | +30.0% |
| All | +998.2% | +18,019.4% | -17,021.2% | +56.8% |
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