-35.5%
DOW vs AME
+85.1%
-120.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -2.9% | +2.8% | -5.7% | -4.2% |
| 30D | +2.0% | -6.3% | +8.2% | +4.9% |
| 3M | -12.5% | +5.4% | -17.9% | -15.8% |
| 6M | -9.2% | +7.4% | -16.6% | -14.8% |
| YTD | +30.8% | +16.2% | +14.6% | +16.4% |
| 1Y | +29.4% | +26.8% | +2.6% | +8.6% |
| 3Y | -34.6% | +57.5% | -92.1% | -53.0% |
| All | -35.5% | +85.1% | -120.6% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling