+3,033.3%
EQT vs AME
+18,433.7%
-15,400.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | +1.1% | -8.6% | +9.7% | +4.1% |
| 3M | +4.8% | +5.8% | -1.0% | +2.4% |
| 6M | -10.6% | +3.8% | -14.4% | -12.5% |
| YTD | +3.4% | +14.4% | -11.0% | -2.4% |
| 1Y | +8.7% | +25.8% | -17.1% | -1.0% |
| 3Y | +35.0% | +55.2% | -20.2% | +12.9% |
| 5Y | +204.2% | +85.5% | +118.7% | +138.6% |
| 10Y | +52.5% | +424.0% | -371.5% | -15.5% |
| All | +3,033.3% | +18,433.7% | -15,400.4% | +961.6% |
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