+512.8%
F vs AME
+17,569.3%
-17,056.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | +1.7% |
| 7D | +1.4% | -11.4% | +12.8% | +6.9% |
| 30D | +2.0% | -12.1% | +14.1% | +7.9% |
| 3M | -10.4% | -12.3% | +2.0% | -5.3% |
| 6M | +9.7% | -4.6% | +14.4% | +11.2% |
| YTD | -1.2% | +9.1% | -10.3% | -6.1% |
| 1Y | 0.0% | +13.3% | -13.2% | -6.6% |
| 3Y | +41.1% | +58.2% | -17.1% | +11.2% |
| 5Y | -11.4% | +63.4% | -74.9% | -30.5% |
| 10Y | +85.0% | +436.7% | -351.7% | -12.3% |
| All | +512.8% | +17,569.3% | -17,056.5% | +20.6% |
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