-30.7%
DOW vs AME
+76.8%
-107.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -3.1% |
| 7D | -9.4% | -1.5% | -7.9% | -9.0% |
| 30D | +8.9% | -4.2% | +13.1% | +10.4% |
| 3M | +6.7% | -5.9% | +12.7% | +8.8% |
| 6M | -14.2% | +2.8% | -17.0% | -17.0% |
| YTD | +36.9% | +16.6% | +20.4% | +20.9% |
| 1Y | +45.8% | +22.1% | +23.6% | +24.9% |
| 3Y | -23.9% | +64.7% | -88.6% | -47.1% |
| All | -30.7% | +76.8% | -107.6% | -56.1% |
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