-10.8%
DOW vs AME
+207.9%
-218.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -4.2% |
| 7D | -2.4% | +0.6% | -3.0% | -2.9% |
| 30D | +0.4% | -6.7% | +7.1% | +5.3% |
| 3M | -14.4% | +4.1% | -18.5% | -18.4% |
| 6M | -7.0% | +1.6% | -8.6% | -11.5% |
| YTD | +30.2% | +16.1% | +14.1% | +10.5% |
| 1Y | +29.2% | +27.3% | +1.9% | +0.9% |
| 3Y | -36.7% | +50.9% | -87.6% | -58.5% |
| 5Y | -37.7% | +81.4% | -119.1% | -66.4% |
| All | -10.8% | +207.9% | -218.7% | -68.1% |
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 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