+238.7%
GM vs AME
+971.5%
-732.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.3% | -2.3% |
| 7D | +0.4% | +2.8% | -2.4% | -1.6% |
| 30D | -1.8% | -6.3% | +4.4% | +2.6% |
| 3M | +2.6% | +5.4% | -2.8% | -1.7% |
| 6M | +14.6% | +7.4% | +7.1% | +7.9% |
| YTD | +6.2% | +16.2% | -10.0% | -5.8% |
| 1Y | +48.7% | +26.8% | +21.9% | +23.0% |
| 3Y | +168.3% | +57.5% | +110.8% | +85.0% |
| 5Y | +82.8% | +84.8% | -2.1% | +12.3% |
| 10Y | +226.2% | +424.3% | -198.1% | -1.8% |
| All | +238.7% | +971.5% | -732.8% | -36.2% |
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