+251.1%
EQX vs AME
+272.1%
-20.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +1.7% | +1.3% | +0.4% | +1.4% |
| 30D | +11.1% | -6.6% | +17.7% | +12.9% |
| 3M | +23.1% | +3.0% | +20.1% | +22.1% |
| 6M | -21.8% | +5.3% | -27.1% | -22.7% |
| YTD | -8.1% | +15.4% | -23.5% | -10.8% |
| 1Y | +29.7% | +26.8% | +2.9% | +23.2% |
| 3Y | +179.9% | +56.5% | +123.4% | +150.3% |
| 5Y | +82.5% | +85.2% | -2.7% | +55.6% |
| All | +251.1% | +272.1% | -20.9% | +371.0% |
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