+2,371.3%
D vs AME
+18,019.4%
-15,648.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.0% |
| 7D | +3.0% | -5.2% | +8.1% | +4.0% |
| 30D | +11.5% | -8.0% | +19.5% | +13.2% |
| 3M | +3.7% | -8.9% | +12.6% | +5.4% |
| 6M | +13.5% | -5.0% | +18.5% | +14.1% |
| YTD | +20.7% | +11.9% | +8.8% | +16.9% |
| 1Y | +18.2% | +16.6% | +1.6% | +13.4% |
| 3Y | +73.3% | +62.5% | +10.8% | +52.9% |
| 5Y | +12.3% | +67.6% | -55.3% | -2.1% |
| 10Y | +43.4% | +450.4% | -407.0% | -2.9% |
| All | +2,371.3% | +18,019.4% | -15,648.1% | +952.2% |
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